-65.3%
ASTS vs FPS
-25.1%
-40.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +7.0% | +0.1% | +4.1% |
| 7D | -21.1% | -24.5% | +3.4% | -12.0% |
| 30D | -46.7% | -52.1% | +5.4% | -29.4% |
| 3M | -52.0% | -48.4% | -3.6% | -39.0% |
| 6M | -54.3% | -54.4% | +0.1% | -41.4% |
| All | -65.3% | -25.1% | -40.3% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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