+230.9%
ASTS vs FLR
+188.9%
+42.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.3% | +3.7% | +6.3% |
| 7D | -21.1% | -0.8% | -20.3% | -20.7% |
| 30D | -46.7% | -9.1% | -37.6% | -45.3% |
| 3M | -52.0% | -4.7% | -47.3% | -51.3% |
| 6M | -54.3% | -14.2% | -40.0% | -52.7% |
| YTD | -55.5% | +17.3% | -72.8% | -56.6% |
| 1Y | -50.5% | +4.3% | -54.7% | -50.5% |
| 3Y | +706.2% | +30.7% | +675.5% | +682.4% |
| 5Y | +165.2% | +101.3% | +63.9% | +149.6% |
| All | +230.9% | +188.9% | +42.0% | +208.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling