+431.2%
ASTS vs FTV
+2.3%
+428.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +1.1% |
| 7D | +7.3% | -4.5% | +11.8% | +11.6% |
| 30D | -8.9% | -7.1% | -1.8% | -3.1% |
| 3M | -41.9% | -7.2% | -34.8% | -39.6% |
| 6M | -40.6% | -1.5% | -39.1% | -41.8% |
| YTD | -14.2% | +3.5% | -17.7% | -22.3% |
| 1Y | +48.9% | +20.3% | +28.5% | +14.9% |
| 3Y | +1,461.7% | -3.1% | +1,464.8% | +1,390.7% |
| All | +431.2% | +2.3% | +428.9% | +302.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling