+576.8%
ASTS vs FISV
-52.4%
+629.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.0% | +10.2% | +6.9% |
| 7D | +18.5% | -1.6% | +20.1% | +18.8% |
| 30D | -8.1% | -3.0% | -5.1% | -7.7% |
| 3M | -28.2% | -3.5% | -24.6% | -28.5% |
| 6M | -26.1% | -19.4% | -6.7% | -23.5% |
| YTD | -9.0% | -24.3% | +15.3% | -4.7% |
| 1Y | +62.2% | -62.4% | +124.6% | +93.2% |
| 3Y | +1,621.9% | -58.2% | +1,680.0% | +1,769.3% |
| 5Y | +457.0% | -56.5% | +513.6% | +473.7% |
| All | +576.8% | -52.4% | +629.1% | +600.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling