-52.0%
ASTS vs FISV
+26.1%
-78.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.2% | +6.8% | +7.1% |
| 7D | -21.1% | +25.7% | -46.8% | -17.5% |
| 30D | -46.7% | +38.8% | -85.5% | -43.6% |
| 3M | -52.0% | +16.2% | -68.2% | -50.3% |
| All | -52.0% | +26.1% | -78.1% | -50.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling