+238.2%
ASTS vs FROG
+55.2%
+183.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.0% | -6.8% | -6.2% |
| 7D | +14.2% | +48.2% | -34.0% | -2.7% |
| 30D | -26.7% | +11.4% | -38.1% | -30.0% |
| 3M | -53.6% | +28.5% | -82.1% | -58.6% |
| 6M | -52.7% | +63.7% | -116.4% | -61.8% |
| YTD | -52.5% | +77.1% | -129.6% | -64.3% |
| 1Y | -46.5% | +79.3% | -125.8% | -59.8% |
| 3Y | +700.5% | +323.8% | +376.7% | +297.9% |
| 5Y | +168.5% | +198.9% | -30.4% | +34.8% |
| All | +238.2% | +55.2% | +183.1% | +73.1% |
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