+253.1%
ASTS vs FOXA
+123.4%
+129.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.3% | -2.4% | -4.7% |
| 7D | +14.2% | -2.9% | +17.1% | +15.5% |
| 30D | -26.7% | +5.1% | -31.8% | -27.8% |
| 3M | -53.6% | +4.7% | -58.3% | -54.4% |
| 6M | -52.7% | -0.2% | -52.5% | -53.3% |
| YTD | -52.5% | -9.2% | -43.3% | -51.6% |
| 1Y | -46.5% | -0.6% | -45.9% | -47.0% |
| 3Y | +700.5% | +125.7% | +574.8% | +533.9% |
| 5Y | +168.5% | +70.2% | +98.3% | +116.9% |
| All | +253.1% | +123.4% | +129.7% | +198.4% |
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