+198.7%
ASTS vs FRSH
-72.5%
+271.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.1% | -7.6% | -8.2% |
| 7D | -9.3% | -16.0% | +6.7% | -2.4% |
| 30D | -33.9% | -14.7% | -19.2% | -29.3% |
| 3M | -51.0% | -0.8% | -50.2% | -51.5% |
| 6M | -55.1% | +34.5% | -89.7% | -62.4% |
| YTD | -53.6% | -3.0% | -50.6% | -56.4% |
| 1Y | -51.0% | +4.9% | -55.8% | -55.4% |
| 3Y | +681.7% | -31.9% | +713.6% | +751.3% |
| 5Y | +182.4% | -68.7% | +251.1% | +213.5% |
| All | +198.7% | -72.5% | +271.2% | +224.4% |
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