+653.1%
ASTS vs FTV
+33.3%
+619.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.3% | -10.9% | -12.7% |
| 7D | -29.9% | -0.6% | -29.2% | -29.5% |
| 30D | -52.2% | +13.0% | -65.2% | -55.5% |
| 3M | -55.8% | +6.8% | -62.6% | -57.5% |
| 6M | -52.7% | +8.0% | -60.7% | -55.6% |
| YTD | -58.4% | +18.9% | -77.3% | -64.5% |
| 1Y | -57.1% | +30.8% | -87.9% | -66.5% |
| All | +653.1% | +33.3% | +619.9% | +471.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling