+274.8%
ASTS vs FND
+27.6%
+247.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.7% | +9.4% | +9.0% |
| 7D | +2.8% | -4.4% | +7.2% | +4.9% |
| 30D | -28.8% | +14.5% | -43.3% | -32.5% |
| 3M | -48.9% | -15.6% | -33.3% | -46.0% |
| 6M | -55.6% | +4.7% | -60.4% | -57.2% |
| YTD | -49.6% | -16.1% | -33.4% | -47.8% |
| 1Y | -46.1% | -16.0% | -30.1% | -44.3% |
| 3Y | +749.7% | -35.5% | +785.1% | +824.8% |
| 5Y | +193.2% | -60.5% | +253.7% | +245.7% |
| All | +274.8% | +27.6% | +247.2% | +317.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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