+253.1%
ASTS vs FTI
+358.9%
-105.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.1% | -5.7% |
| 7D | +14.2% | +5.4% | +8.8% | +13.4% |
| 30D | -26.7% | -8.2% | -18.5% | -25.7% |
| 3M | -53.6% | -13.7% | -39.9% | -52.6% |
| 6M | -52.7% | -11.2% | -41.5% | -52.0% |
| YTD | -52.5% | +46.0% | -98.5% | -55.0% |
| 1Y | -46.5% | +51.8% | -98.3% | -49.6% |
| 3Y | +700.5% | +206.7% | +493.7% | +588.2% |
| 5Y | +168.5% | +862.0% | -693.5% | +110.6% |
| All | +253.1% | +358.9% | -105.8% | +177.8% |
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