+537.8%
ASTS vs FITB
+143.0%
+394.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +7.3% | +0.6% | +6.7% | +7.2% |
| 30D | -8.9% | -4.7% | -4.1% | -7.2% |
| 3M | -41.9% | +6.7% | -48.6% | -43.7% |
| 6M | -40.6% | +12.6% | -53.1% | -43.3% |
| YTD | -14.2% | +19.1% | -33.3% | -20.2% |
| 1Y | +48.9% | +22.6% | +26.2% | +37.3% |
| 3Y | +1,461.7% | +127.1% | +1,334.5% | +1,085.9% |
| 5Y | +404.1% | +71.8% | +332.3% | +315.4% |
| All | +537.8% | +143.0% | +394.7% | +417.3% |
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