+576.8%
ASTS vs FOXA
+121.8%
+454.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.3% | +6.4% | +6.2% |
| 7D | +18.5% | -0.6% | +19.1% | +18.8% |
| 30D | -8.1% | +2.3% | -10.4% | -9.0% |
| 3M | -28.2% | -2.8% | -25.3% | -28.4% |
| 6M | -26.1% | +9.6% | -35.7% | -29.3% |
| YTD | -9.0% | -9.9% | +0.9% | -7.0% |
| 1Y | +62.2% | +5.4% | +56.8% | +57.3% |
| 3Y | +1,621.9% | +115.3% | +1,506.6% | +1,279.3% |
| 5Y | +457.0% | +93.1% | +364.0% | +353.8% |
| All | +576.8% | +121.8% | +454.9% | +473.6% |
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