+431.2%
ASTS vs FLEX
+657.3%
-226.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.7% |
| 7D | +7.3% | -0.9% | +8.2% | +7.9% |
| 30D | -8.9% | -10.1% | +1.3% | -2.6% |
| 3M | -41.9% | -31.3% | -10.6% | -27.2% |
| 6M | -40.6% | +71.3% | -111.9% | -61.0% |
| YTD | -14.2% | +81.2% | -95.5% | -46.1% |
| 1Y | +48.9% | +98.5% | -49.6% | -11.2% |
| 3Y | +1,461.7% | +428.2% | +1,033.4% | +353.6% |
| All | +431.2% | +657.3% | -226.1% | +3.2% |
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 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