+1,505.9%
ASTS vs FROG
+198.7%
+1,307.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +1.5% |
| 7D | +7.3% | -11.3% | +18.6% | +12.2% |
| 30D | -8.9% | +3.6% | -12.5% | -10.6% |
| 3M | -41.9% | +1.7% | -43.6% | -42.4% |
| 6M | -40.6% | +123.5% | -164.1% | -56.7% |
| YTD | -14.2% | +40.2% | -54.5% | -28.3% |
| 1Y | +48.9% | +81.0% | -32.1% | +11.2% |
| All | +1,505.9% | +198.7% | +1,307.3% | +638.8% |
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 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