+537.8%
ASTS vs FLEX
+1,129.4%
-591.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.4% |
| 7D | +7.3% | -0.9% | +8.2% | +7.7% |
| 30D | -8.9% | -10.1% | +1.3% | -4.4% |
| 3M | -41.9% | -31.3% | -10.6% | -31.5% |
| 6M | -40.6% | +71.3% | -111.9% | -53.9% |
| YTD | -14.2% | +81.2% | -95.5% | -35.1% |
| 1Y | +48.9% | +98.5% | -49.6% | +9.5% |
| 3Y | +1,461.7% | +428.2% | +1,033.4% | +700.9% |
| 5Y | +404.1% | +657.3% | -253.1% | +127.8% |
| All | +537.8% | +1,129.4% | -591.7% | +184.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling