-59.2%
ASTS vs FIGR
-37.9%
-21.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.8% | -3.9% | -6.7% |
| 7D | -9.3% | +5.6% | -14.9% | -10.5% |
| 30D | -33.9% | -18.2% | -15.7% | -29.5% |
| 3M | -51.0% | -19.0% | -32.0% | -48.0% |
| All | -59.2% | -37.9% | -21.3% | -53.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling