+230.9%
ASTS vs FITB
+136.9%
+94.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.8% | +7.8% | +7.3% |
| 7D | -21.1% | -1.5% | -19.5% | -20.7% |
| 30D | -46.7% | +5.8% | -52.5% | -47.8% |
| 3M | -52.0% | -6.1% | -45.9% | -50.8% |
| 6M | -54.3% | +5.9% | -60.2% | -55.4% |
| YTD | -55.5% | +16.1% | -71.6% | -58.2% |
| 1Y | -50.5% | +28.8% | -79.3% | -55.0% |
| 3Y | +706.2% | +126.0% | +580.2% | +513.4% |
| 5Y | +165.2% | +45.3% | +119.9% | +122.6% |
| All | +230.9% | +136.9% | +94.0% | +171.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling