+274.8%
ASTS vs FTV
+59.2%
+215.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.2% | +8.5% | +8.6% |
| 7D | +2.8% | -0.7% | +3.5% | +3.5% |
| 30D | -28.8% | +18.3% | -47.2% | -34.4% |
| 3M | -48.9% | +10.2% | -59.1% | -51.3% |
| 6M | -55.6% | +12.8% | -68.5% | -58.7% |
| YTD | -49.6% | +23.4% | -73.0% | -55.9% |
| 1Y | -46.1% | +31.4% | -77.5% | -54.3% |
| 3Y | +749.7% | +38.7% | +711.0% | +609.7% |
| 5Y | +193.2% | +18.6% | +174.6% | +145.1% |
| All | +274.8% | +59.2% | +215.6% | +207.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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