-42.7%
ASTS vs FRMI
-89.6%
+46.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +26.7% | -32.2% | -13.5% |
| 7D | +0.8% | +66.2% | -65.4% | -15.9% |
| 30D | -22.6% | -17.4% | -5.2% | -20.2% |
| 3M | -54.4% | -60.5% | +6.0% | -41.9% |
| 6M | -56.4% | -56.5% | +0.1% | -48.0% |
| YTD | -55.1% | -67.4% | +12.3% | -43.9% |
| 1Y | -46.9% | -85.1% | +38.1% | -28.9% |
| All | -42.7% | -89.6% | +46.9% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 3y: compounded portfolio wealth divided by compounded FRMI 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…
3y analysis · Full analysis span regression · 6 months rolling