-49.2%
ASTS vs FLEX
+23.4%
-72.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -12.3% | +8.2% | +3.1% |
| 7D | -15.8% | -17.0% | +1.2% | -6.4% |
| 30D | -39.0% | -33.8% | -5.2% | -22.9% |
| 3M | -49.3% | -39.0% | -10.3% | -33.0% |
| 6M | -47.9% | -15.9% | -32.0% | -43.6% |
| YTD | -51.0% | +27.8% | -78.8% | -64.6% |
| 1Y | -49.2% | +25.0% | -74.1% | -62.4% |
| All | -49.2% | +23.4% | -72.6% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 1y: compounded portfolio wealth divided by compounded FLEX 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…
1y analysis · Full analysis span regression · 6 months rolling