+17.2%
ASTS vs FIG
-71.6%
+88.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.7% | +1.0% |
| 7D | +7.3% | -16.3% | +23.6% | +10.2% |
| 30D | -8.9% | -14.3% | +5.4% | -7.2% |
| 3M | -41.9% | +7.2% | -49.1% | -44.0% |
| 6M | -40.6% | -18.6% | -22.0% | -40.3% |
| YTD | -14.2% | -35.5% | +21.2% | -6.7% |
| 1Y | +48.9% | -55.8% | +104.6% | +80.4% |
| All | +17.2% | -71.6% | +88.8% | +53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling