-55.6%
ASTS vs FOXA
+4.7%
-60.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.9% | +7.8% | +8.6% |
| 7D | +2.8% | -2.4% | +5.2% | +3.2% |
| 30D | -28.8% | +8.6% | -37.4% | -29.5% |
| 3M | -48.9% | +9.9% | -58.8% | -49.4% |
| 6M | -55.6% | +0.8% | -56.5% | -55.4% |
| All | -55.6% | +4.7% | -60.4% | -55.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling