-36.6%
ASTS vs FIG
-78.1%
+41.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.0% | -4.7% | -8.0% |
| 7D | -9.3% | -11.4% | +2.1% | -7.1% |
| 30D | -33.9% | -17.2% | -16.7% | -31.7% |
| 3M | -51.0% | -26.6% | -24.4% | -48.8% |
| 6M | -55.1% | -9.8% | -45.3% | -56.9% |
| YTD | -53.6% | -50.1% | -3.5% | -47.4% |
| 1Y | -51.0% | -58.1% | +7.1% | -41.5% |
| All | -36.6% | -78.1% | +41.4% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling