+233.7%
ASTS vs FTI
+368.4%
-134.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.1% | -7.6% | -5.8% |
| 7D | +0.8% | +4.3% | -3.5% | +0.2% |
| 30D | -22.6% | -4.7% | -18.0% | -22.1% |
| 3M | -54.4% | -13.5% | -40.9% | -53.4% |
| 6M | -56.4% | -8.7% | -47.7% | -56.0% |
| YTD | -55.1% | +49.0% | -104.1% | -57.6% |
| 1Y | -46.9% | +54.0% | -101.0% | -50.1% |
| 3Y | +715.0% | +211.6% | +503.4% | +598.8% |
| 5Y | +153.7% | +881.9% | -728.2% | +98.4% |
| All | +233.7% | +368.4% | -134.7% | +161.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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