+253.1%
ASTS vs FIS
-75.1%
+328.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.1% | +0.3% | -4.5% |
| 7D | +14.2% | -3.5% | +17.7% | +15.1% |
| 30D | -26.7% | -19.4% | -7.3% | -24.1% |
| 3M | -53.6% | -31.6% | -22.0% | -50.2% |
| 6M | -52.7% | -32.5% | -20.2% | -49.7% |
| YTD | -52.5% | -56.0% | +3.5% | -43.1% |
| 1Y | -46.5% | -55.5% | +9.0% | -36.1% |
| 3Y | +700.5% | -41.3% | +741.8% | +759.4% |
| 5Y | +168.5% | -72.3% | +240.7% | +235.3% |
| All | +253.1% | -75.1% | +328.2% | +343.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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