+233.7%
ASTS vs FIS
-74.0%
+307.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +4.2% | -9.7% | -6.4% |
| 7D | +0.8% | +2.8% | -2.0% | +0.2% |
| 30D | -22.6% | -16.7% | -5.9% | -20.5% |
| 3M | -54.4% | -32.3% | -22.1% | -51.0% |
| 6M | -56.4% | -29.1% | -27.4% | -54.2% |
| YTD | -55.1% | -54.1% | -1.0% | -46.8% |
| 1Y | -46.9% | -53.7% | +6.8% | -37.2% |
| 3Y | +715.0% | -38.8% | +753.8% | +766.7% |
| 5Y | +153.7% | -71.1% | +224.8% | +213.9% |
| All | +233.7% | -74.0% | +307.7% | +314.7% |
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