+537.8%
ASTS vs FIS
-63.6%
+601.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +7.3% | +1.1% | +6.3% | +7.1% |
| 30D | -8.9% | -2.2% | -6.7% | -8.5% |
| 3M | -41.9% | +2.1% | -44.1% | -42.9% |
| 6M | -40.6% | -14.7% | -25.9% | -39.2% |
| YTD | -14.2% | -35.7% | +21.5% | -4.3% |
| 1Y | +48.9% | -37.1% | +85.9% | +66.8% |
| 3Y | +1,461.7% | -20.0% | +1,481.7% | +1,500.8% |
| 5Y | +404.1% | -62.1% | +466.3% | +488.1% |
| All | +537.8% | -63.6% | +601.4% | +645.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling