+706.2%
ASTS vs FISV
-47.3%
+753.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.2% | +6.8% | +7.1% |
| 7D | -21.1% | +25.7% | -46.8% | -21.2% |
| 30D | -46.7% | +38.8% | -85.5% | -46.9% |
| 3M | -52.0% | +16.2% | -68.2% | -52.0% |
| 6M | -54.3% | +12.1% | -66.3% | -54.2% |
| YTD | -55.5% | -6.4% | -49.1% | -54.7% |
| 1Y | -50.5% | +2.0% | -52.5% | -50.0% |
| 3Y | +706.2% | -47.4% | +753.7% | +382.7% |
| All | +706.2% | -47.3% | +753.6% | +382.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling