+217.0%
ASTS vs FROG
+41.7%
+175.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +35.3% | -28.3% | -6.1% |
| 7D | -21.1% | +7.0% | -28.1% | -23.9% |
| 30D | -46.7% | +2.9% | -49.6% | -47.9% |
| 3M | -52.0% | +21.6% | -73.6% | -56.4% |
| 6M | -54.3% | +87.7% | -141.9% | -65.1% |
| YTD | -55.5% | +61.7% | -117.2% | -65.6% |
| 1Y | -50.5% | +113.7% | -164.1% | -65.8% |
| 3Y | +706.2% | +267.7% | +438.5% | +321.0% |
| 5Y | +165.2% | +158.8% | +6.4% | +38.4% |
| All | +217.0% | +41.7% | +175.3% | +67.2% |
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