+706.2%
ASTS vs FIS
-39.8%
+746.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.2% | +9.3% | +7.0% |
| 7D | -21.1% | -25.5% | +4.4% | -21.2% |
| 30D | -46.7% | -15.1% | -31.6% | -46.6% |
| 3M | -52.0% | -32.1% | -19.9% | -52.0% |
| 6M | -54.3% | -36.1% | -18.2% | -54.0% |
| YTD | -55.5% | -55.4% | -0.1% | -50.6% |
| 1Y | -50.5% | -53.9% | +3.4% | -45.6% |
| 3Y | +706.2% | -39.8% | +746.0% | +515.9% |
| All | +706.2% | -39.8% | +746.0% | +515.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling