+681.7%
ASTS vs FND
-34.0%
+715.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.5% | -5.1% | -7.3% |
| 7D | -9.3% | +6.8% | -16.1% | -11.4% |
| 30D | -33.9% | +13.1% | -47.0% | -37.1% |
| 3M | -51.0% | -13.1% | -37.9% | -48.6% |
| 6M | -55.1% | -0.6% | -54.5% | -55.9% |
| YTD | -53.6% | -15.5% | -38.1% | -51.8% |
| 1Y | -51.0% | -13.7% | -37.3% | -49.6% |
| 3Y | +681.7% | -35.0% | +716.7% | +557.5% |
| All | +681.7% | -34.0% | +715.7% | +557.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling