+431.2%
ASTS vs FLR
+242.2%
+189.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.5% |
| 7D | +7.3% | +5.4% | +1.9% | +4.2% |
| 30D | -8.9% | +11.4% | -20.3% | -14.6% |
| 3M | -41.9% | +11.4% | -53.3% | -45.4% |
| 6M | -40.6% | +16.6% | -57.2% | -46.1% |
| YTD | -14.2% | +41.7% | -55.9% | -29.9% |
| 1Y | +48.9% | +35.4% | +13.4% | +26.8% |
| 3Y | +1,461.7% | +57.3% | +1,404.3% | +1,084.1% |
| All | +431.2% | +242.2% | +189.0% | +187.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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