+253.1%
ASTS vs FLEX
+777.0%
-523.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.1% | -4.7% | -5.3% |
| 7D | +14.2% | +17.1% | -2.8% | +6.6% |
| 30D | -26.7% | -29.5% | +2.8% | -13.7% |
| 3M | -53.6% | -37.3% | -16.3% | -42.5% |
| 6M | -52.7% | -44.1% | -8.6% | -38.6% |
| YTD | -52.5% | +29.3% | -81.8% | -58.0% |
| 1Y | -46.5% | +24.2% | -70.7% | -51.5% |
| 3Y | +700.5% | +297.3% | +403.1% | +372.1% |
| 5Y | +168.5% | +446.2% | -277.7% | +41.9% |
| All | +253.1% | +777.0% | -523.9% | +84.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling