+195.6%
ASTS vs FROG
+182.9%
+12.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +7.1% | +7.0% | +11.1% |
| 7D | +1.5% | +27.1% | -25.6% | -9.4% |
| 30D | -27.6% | +5.8% | -33.4% | -30.0% |
| 3M | -48.7% | +20.8% | -69.6% | -53.9% |
| 6M | -50.8% | +53.3% | -104.2% | -60.6% |
| YTD | -49.2% | +73.2% | -122.4% | -63.4% |
| 1Y | -46.7% | +80.3% | -127.0% | -62.1% |
| 3Y | +793.2% | +318.3% | +474.9% | +271.2% |
| 5Y | +195.6% | +179.9% | +15.7% | +58.2% |
| All | +195.6% | +182.9% | +12.7% | +58.2% |
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 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