+453.4%
ASTS vs FRSH
-72.4%
+525.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.4% | -4.2% | -5.0% |
| 7D | 0.0% | -9.6% | +9.6% | +4.0% |
| 30D | -9.2% | -0.4% | -8.8% | -10.1% |
| 3M | -29.6% | +27.2% | -56.8% | -38.3% |
| 6M | -30.5% | +42.2% | -72.7% | -43.9% |
| YTD | -14.1% | -2.6% | -11.4% | -19.2% |
| 1Y | +69.1% | -10.2% | +79.3% | +65.8% |
| 3Y | +1,525.5% | -45.5% | +1,571.0% | +1,861.3% |
| All | +453.4% | -72.4% | +525.8% | +501.4% |
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