+264.6%
ASTS vs FN
+504.7%
-240.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.0% | +1.9% | -1.7% |
| 7D | -15.8% | -7.0% | -8.8% | -13.7% |
| 30D | -39.0% | -24.7% | -14.3% | -32.0% |
| 3M | -49.3% | -35.7% | -13.7% | -40.7% |
| 6M | -47.9% | -52.4% | +4.5% | -32.0% |
| YTD | -51.0% | -25.0% | -26.0% | -47.4% |
| 1Y | -49.2% | -25.7% | -23.5% | -44.9% |
| 3Y | +760.4% | +110.2% | +650.2% | +518.9% |
| 5Y | +185.6% | +192.3% | -6.7% | +71.9% |
| All | +264.6% | +504.7% | -240.1% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling