+653.1%
ASTS vs FROG
+176.4%
+476.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -13.6% | -1.6% | -10.1% |
| 7D | -29.9% | -24.5% | -5.4% | -21.7% |
| 30D | -52.2% | -24.3% | -27.9% | -46.7% |
| 3M | -55.8% | -11.7% | -44.1% | -53.9% |
| 6M | -52.7% | +37.1% | -89.9% | -58.3% |
| YTD | -58.4% | +19.5% | -77.9% | -62.8% |
| 1Y | -57.1% | +61.8% | -118.9% | -66.1% |
| All | +653.1% | +176.4% | +476.7% | +347.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling