+209.1%
ASTS vs FND
+28.6%
+180.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.6% | -11.6% | -13.9% |
| 7D | -29.9% | +2.2% | -32.1% | -30.7% |
| 30D | -52.2% | +9.6% | -61.8% | -54.0% |
| 3M | -55.8% | -17.9% | -37.9% | -52.9% |
| 6M | -52.7% | +6.6% | -59.3% | -54.8% |
| YTD | -58.4% | -15.5% | -42.9% | -57.2% |
| 1Y | -57.1% | -16.2% | -40.9% | -55.7% |
| 3Y | +629.5% | -36.3% | +665.7% | +695.6% |
| 5Y | +147.7% | -61.4% | +209.1% | +191.9% |
| All | +209.1% | +28.6% | +180.5% | +242.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling