+147.7%
ASTS vs FIS
-70.4%
+218.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.2% | -14.0% | -14.9% |
| 7D | -29.9% | -21.2% | -8.7% | -25.9% |
| 30D | -52.2% | -12.1% | -40.1% | -51.4% |
| 3M | -55.8% | -30.6% | -25.2% | -51.7% |
| 6M | -52.7% | -35.5% | -17.2% | -48.1% |
| YTD | -58.4% | -54.4% | -4.1% | -46.9% |
| 1Y | -57.1% | -52.9% | -4.2% | -46.0% |
| 3Y | +629.5% | -38.7% | +668.1% | +663.7% |
| 5Y | +147.7% | -70.4% | +218.2% | +249.9% |
| All | +147.7% | -70.4% | +218.1% | +249.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling