+1,505.9%
ASTS vs FIS
-19.7%
+1,525.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | +7.3% | +1.1% | +6.3% | +7.2% |
| 30D | -8.9% | -2.2% | -6.7% | -8.7% |
| 3M | -41.9% | +2.1% | -44.1% | -42.5% |
| 6M | -40.6% | -14.7% | -25.9% | -38.8% |
| YTD | -14.2% | -35.7% | +21.5% | -1.3% |
| 1Y | +48.9% | -37.1% | +85.9% | +72.7% |
| All | +1,505.9% | -19.7% | +1,525.6% | +1,138.8% |
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