+537.8%
ASTS vs FOXA
+122.5%
+415.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +1.4% |
| 7D | +7.3% | -4.0% | +11.3% | +8.8% |
| 30D | -8.9% | +12.0% | -20.9% | -12.4% |
| 3M | -41.9% | +0.3% | -42.2% | -42.8% |
| 6M | -40.6% | +12.5% | -53.1% | -43.7% |
| YTD | -14.2% | -9.6% | -4.6% | -12.5% |
| 1Y | +48.9% | +8.6% | +40.3% | +43.0% |
| 3Y | +1,461.7% | +118.5% | +1,343.1% | +1,146.7% |
| 5Y | +404.1% | +88.8% | +315.4% | +309.8% |
| All | +537.8% | +122.5% | +415.3% | +440.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling