+277.6%
ASTS vs FITB
+142.8%
+134.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.5% | +11.6% | +13.2% |
| 7D | +1.5% | -1.1% | +2.7% | +2.1% |
| 30D | -27.6% | +7.3% | -35.0% | -29.4% |
| 3M | -48.7% | -4.0% | -44.7% | -47.9% |
| 6M | -50.8% | +11.9% | -62.7% | -53.0% |
| YTD | -49.2% | +19.0% | -68.2% | -52.7% |
| 1Y | -46.7% | +31.0% | -77.7% | -51.8% |
| 3Y | +793.2% | +143.8% | +649.4% | +564.5% |
| 5Y | +195.6% | +48.9% | +146.7% | +146.1% |
| All | +277.6% | +142.8% | +134.8% | +206.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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