-15.7%
ASTS vs FIGR
-36.9%
+21.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +8.7% | -1.7% | +3.8% |
| 7D | -21.1% | +5.3% | -26.4% | -22.4% |
| 30D | -46.7% | -17.9% | -28.8% | -42.7% |
| 3M | -52.0% | -20.5% | -31.5% | -48.7% |
| 6M | -54.3% | -40.2% | -14.1% | -46.7% |
| YTD | -55.5% | -44.4% | -11.1% | -50.8% |
| 1Y | -50.5% | -36.3% | -14.1% | -47.8% |
| All | -15.7% | -36.9% | +21.1% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 5y: compounded portfolio wealth divided by compounded FIGR 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…
5y analysis · Full analysis span regression · 6 months rolling