+230.9%
ASTS vs FTI
+349.0%
-118.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.1% | +3.9% | +6.6% |
| 7D | -21.1% | -7.6% | -13.5% | -20.0% |
| 30D | -46.7% | -7.1% | -39.6% | -46.1% |
| 3M | -52.0% | -8.7% | -43.3% | -51.4% |
| 6M | -54.3% | -14.0% | -40.3% | -53.4% |
| YTD | -55.5% | +42.8% | -98.3% | -57.7% |
| 1Y | -50.5% | +50.4% | -100.8% | -53.2% |
| 3Y | +706.2% | +194.1% | +512.1% | +596.6% |
| 5Y | +165.2% | +775.2% | -610.0% | +109.0% |
| All | +230.9% | +349.0% | -118.1% | +161.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling