+253.1%
ASTS vs FITB
+140.7%
+112.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -4.9% | -5.5% |
| 7D | +14.2% | +0.8% | +13.4% | +14.0% |
| 30D | -26.7% | +7.3% | -34.0% | -28.5% |
| 3M | -53.6% | -6.3% | -47.3% | -52.4% |
| 6M | -52.7% | +12.6% | -65.3% | -54.9% |
| YTD | -52.5% | +18.0% | -70.5% | -55.6% |
| 1Y | -46.5% | +28.9% | -75.4% | -51.4% |
| 3Y | +700.5% | +139.4% | +561.1% | +499.2% |
| 5Y | +168.5% | +47.2% | +121.3% | +124.4% |
| All | +253.1% | +140.7% | +112.4% | +187.9% |
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