+205.9%
ASTS vs FRSH
-70.7%
+276.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.9% | -10.7% | -7.8% |
| 7D | +14.2% | -0.2% | +14.5% | +14.0% |
| 30D | -26.7% | -8.8% | -17.8% | -23.9% |
| 3M | -53.6% | +8.8% | -62.4% | -55.8% |
| 6M | -52.7% | +49.1% | -101.8% | -62.2% |
| YTD | -52.5% | +3.4% | -55.9% | -56.6% |
| 1Y | -46.5% | +8.8% | -55.4% | -52.0% |
| 3Y | +700.5% | -27.4% | +727.9% | +747.5% |
| 5Y | +168.5% | -66.4% | +234.9% | +190.0% |
| All | +205.9% | -70.7% | +276.6% | +223.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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