-55.8%
ASTS vs FIG
-32.9%
-22.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -16.7% | +1.5% | -14.8% |
| 7D | -29.9% | -17.4% | -12.5% | -29.4% |
| 30D | -52.2% | -15.9% | -36.2% | -51.7% |
| 3M | -55.8% | -34.5% | -21.3% | -57.0% |
| All | -55.8% | -32.9% | -22.9% | -57.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling