+195.6%
ASTS vs FLEX
+479.5%
-283.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +12.0% | +2.1% | +6.2% |
| 7D | +1.5% | -7.2% | +8.7% | +6.6% |
| 30D | -27.6% | -34.8% | +7.1% | -5.1% |
| 3M | -48.7% | -35.6% | -13.1% | -32.7% |
| 6M | -50.8% | -45.0% | -5.8% | -29.3% |
| YTD | -49.2% | +29.4% | -78.6% | -61.3% |
| 1Y | -46.7% | +24.8% | -71.5% | -58.0% |
| 3Y | +793.2% | +304.4% | +488.8% | +186.1% |
| 5Y | +195.6% | +484.1% | -288.5% | -36.5% |
| All | +195.6% | +479.5% | -283.9% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling