-46.5%
ASTS vs FOXA
-0.1%
-46.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.3% | -2.4% | -4.5% |
| 7D | +14.2% | -2.9% | +17.1% | +15.6% |
| 30D | -26.7% | +5.1% | -31.8% | -27.9% |
| 3M | -53.6% | +4.7% | -58.3% | -54.5% |
| 6M | -52.7% | -0.2% | -52.5% | -52.9% |
| YTD | -52.5% | -9.2% | -43.3% | -47.6% |
| 1Y | -46.5% | -0.6% | -45.9% | -47.5% |
| All | -46.5% | -0.1% | -46.4% | -47.5% |
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