+48.9%
ASTS vs FOXA
+9.1%
+39.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +1.4% |
| 7D | +7.3% | -4.0% | +11.3% | +8.7% |
| 30D | -8.9% | +12.0% | -20.9% | -12.5% |
| 3M | -41.9% | +0.3% | -42.2% | -42.6% |
| 6M | -40.6% | +12.5% | -53.1% | -44.8% |
| YTD | -14.2% | -9.6% | -4.6% | -12.6% |
| 1Y | +48.9% | +8.6% | +40.3% | +46.5% |
| All | +48.9% | +9.1% | +39.8% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 1y: compounded portfolio wealth divided by compounded FOXA 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…
1y analysis · Full analysis span regression · 6 months rolling