+653.1%
ASTS vs FLEX
+238.9%
+414.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -13.6% | -1.6% | -6.9% |
| 7D | -29.9% | -28.3% | -1.6% | -14.3% |
| 30D | -52.2% | -45.0% | -7.1% | -31.8% |
| 3M | -55.8% | -45.2% | -10.6% | -37.1% |
| 6M | -52.7% | -30.8% | -21.9% | -42.8% |
| YTD | -58.4% | +10.4% | -68.9% | -64.0% |
| 1Y | -57.1% | +2.3% | -59.3% | -60.6% |
| All | +653.1% | +238.9% | +414.2% | +245.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling