+277.6%
ASTS vs FTV
+57.4%
+220.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.6% | +11.5% | +12.8% |
| 7D | +1.5% | +0.4% | +1.2% | +1.7% |
| 30D | -27.6% | +17.2% | -44.8% | -32.9% |
| 3M | -48.7% | +8.9% | -57.6% | -50.8% |
| 6M | -50.8% | +11.3% | -62.1% | -53.9% |
| YTD | -49.2% | +21.9% | -71.1% | -55.3% |
| 1Y | -46.7% | +31.6% | -78.2% | -54.9% |
| 3Y | +793.2% | +38.1% | +755.2% | +648.3% |
| 5Y | +195.6% | +15.7% | +179.9% | +148.8% |
| All | +277.6% | +57.4% | +220.2% | +211.7% |
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