+230.9%
ASTS vs FLEX
+683.3%
-452.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.6% | +2.5% | +4.9% |
| 7D | -21.1% | -19.3% | -1.8% | -12.6% |
| 30D | -46.7% | -41.5% | -5.2% | -31.9% |
| 3M | -52.0% | -43.1% | -8.9% | -38.0% |
| 6M | -54.3% | -48.2% | -6.0% | -38.2% |
| YTD | -55.5% | +15.5% | -71.0% | -58.7% |
| 1Y | -50.5% | +10.2% | -60.7% | -52.8% |
| 3Y | +706.2% | +256.8% | +449.4% | +398.6% |
| 5Y | +165.2% | +408.2% | -243.0% | +46.5% |
| All | +230.9% | +683.3% | -452.4% | +81.3% |
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