+174.0%
ASTS vs FTV
+12.0%
+162.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.1% | +7.1% | +7.1% |
| 7D | -21.1% | +0.2% | -21.3% | -21.2% |
| 30D | -46.7% | +15.7% | -62.4% | -52.9% |
| 3M | -52.0% | +7.5% | -59.5% | -55.0% |
| 6M | -54.3% | +8.5% | -62.7% | -58.5% |
| YTD | -55.5% | +18.8% | -74.3% | -64.2% |
| 1Y | -50.5% | +28.5% | -79.0% | -63.4% |
| 3Y | +706.2% | +34.0% | +672.2% | +451.9% |
| All | +174.0% | +12.0% | +162.0% | +82.6% |
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