+219.6%
ASTS vs FROG
+59.4%
+160.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.7% | -8.2% | -6.5% |
| 7D | +0.8% | +12.5% | -11.7% | -3.2% |
| 30D | -22.6% | +23.5% | -46.2% | -29.1% |
| 3M | -54.4% | +19.4% | -73.8% | -58.1% |
| 6M | -56.4% | +77.0% | -133.4% | -65.8% |
| YTD | -55.1% | +81.9% | -137.0% | -66.7% |
| 1Y | -46.9% | +90.7% | -137.6% | -61.1% |
| 3Y | +715.0% | +328.5% | +386.5% | +303.3% |
| 5Y | +153.7% | +207.0% | -53.3% | +26.0% |
| All | +219.6% | +59.4% | +160.2% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 10y: compounded portfolio wealth divided by compounded FROG 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…
10y analysis · Full analysis span regression · 6 months rolling