+174.0%
ASTS vs FLEX
+409.9%
-235.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.6% | +2.5% | +4.1% |
| 7D | -21.1% | -19.3% | -1.8% | -9.3% |
| 30D | -46.7% | -41.5% | -5.2% | -25.4% |
| 3M | -52.0% | -43.1% | -8.9% | -31.9% |
| 6M | -54.3% | -48.2% | -6.0% | -31.5% |
| YTD | -55.5% | +15.5% | -71.0% | -63.6% |
| 1Y | -50.5% | +10.2% | -60.7% | -57.8% |
| 3Y | +706.2% | +256.8% | +449.4% | +180.6% |
| All | +174.0% | +409.9% | -235.9% | -36.1% |
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