+452.4%
ASTS vs FRSH
-70.6%
+523.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.7% | +5.0% | +2.3% |
| 7D | +7.3% | -8.2% | +15.5% | +11.1% |
| 30D | -8.9% | +10.5% | -19.4% | -13.4% |
| 3M | -41.9% | +32.7% | -74.7% | -49.8% |
| 6M | -40.6% | +50.3% | -90.9% | -53.1% |
| YTD | -14.2% | +3.9% | -18.1% | -21.3% |
| 1Y | +48.9% | -2.2% | +51.0% | +40.6% |
| 3Y | +1,461.7% | -42.9% | +1,504.6% | +1,749.4% |
| All | +452.4% | -70.6% | +523.0% | +485.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling