+48.9%
ASTS vs FISV
-61.2%
+110.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | +7.3% | -0.3% | +7.7% | +7.3% |
| 30D | -8.9% | -2.1% | -6.8% | -8.9% |
| 3M | -41.9% | -5.7% | -36.2% | -41.6% |
| 6M | -40.6% | -15.3% | -25.3% | -40.3% |
| YTD | -14.2% | -21.1% | +6.9% | -13.4% |
| 1Y | +48.9% | -61.1% | +109.9% | +33.4% |
| All | +48.9% | -61.2% | +110.0% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 1y: compounded portfolio wealth divided by compounded FISV 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…
1y analysis · Full analysis span regression · 6 months rolling