+431.2%
ASTS vs FROG
+129.7%
+301.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +1.7% |
| 7D | +7.3% | -11.3% | +18.6% | +12.9% |
| 30D | -8.9% | +3.6% | -12.5% | -10.9% |
| 3M | -41.9% | +1.7% | -43.6% | -42.5% |
| 6M | -40.6% | +123.5% | -164.1% | -59.1% |
| YTD | -14.2% | +40.2% | -54.5% | -30.9% |
| 1Y | +48.9% | +81.0% | -32.1% | +5.2% |
| 3Y | +1,461.7% | +194.8% | +1,266.9% | +679.5% |
| All | +431.2% | +129.7% | +301.5% | +235.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling