+174.0%
ASTS vs FOXA
+70.7%
+103.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.5% | +8.6% | +8.0% |
| 7D | -21.1% | +5.4% | -26.5% | -23.6% |
| 30D | -46.7% | +6.3% | -53.0% | -48.9% |
| 3M | -52.0% | +8.3% | -60.3% | -54.9% |
| 6M | -54.3% | +7.6% | -61.9% | -58.1% |
| YTD | -55.5% | -7.9% | -47.5% | -54.3% |
| 1Y | -50.5% | +2.4% | -52.8% | -52.9% |
| 3Y | +706.2% | +120.3% | +585.9% | +311.7% |
| All | +174.0% | +70.7% | +103.2% | +52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling