+274.8%
ASTS vs FOXA
+131.2%
+143.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.9% | +7.8% | +8.4% |
| 7D | +2.8% | -2.4% | +5.2% | +3.8% |
| 30D | -28.8% | +8.6% | -37.4% | -30.7% |
| 3M | -48.9% | +9.9% | -58.8% | -50.6% |
| 6M | -55.6% | +0.8% | -56.5% | -56.3% |
| YTD | -49.6% | -6.1% | -43.5% | -49.2% |
| 1Y | -46.1% | +3.3% | -49.3% | -47.3% |
| 3Y | +749.7% | +133.5% | +616.2% | +565.2% |
| 5Y | +193.2% | +75.8% | +117.4% | +134.1% |
| All | +274.8% | +131.2% | +143.7% | +213.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling