+244.8%
ASTS vs FND
+28.6%
+216.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.5% | -5.1% | -7.4% |
| 7D | -9.3% | +6.8% | -16.1% | -11.4% |
| 30D | -33.9% | +13.1% | -47.0% | -37.0% |
| 3M | -51.0% | -13.1% | -37.9% | -48.8% |
| 6M | -55.1% | -0.6% | -54.5% | -56.0% |
| YTD | -53.6% | -15.5% | -38.1% | -52.1% |
| 1Y | -51.0% | -13.7% | -37.3% | -49.8% |
| 3Y | +681.7% | -35.0% | +716.7% | +748.7% |
| 5Y | +182.4% | -60.1% | +242.5% | +232.0% |
| All | +244.8% | +28.6% | +216.3% | +283.2% |
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