+230.9%
ASTS vs FTV
+53.3%
+177.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.1% | +7.1% | +7.1% |
| 7D | -21.1% | +0.2% | -21.3% | -21.1% |
| 30D | -46.7% | +15.7% | -62.4% | -50.4% |
| 3M | -52.0% | +7.5% | -59.5% | -53.7% |
| 6M | -54.3% | +8.5% | -62.7% | -56.6% |
| YTD | -55.5% | +18.8% | -74.3% | -60.3% |
| 1Y | -50.5% | +28.5% | -79.0% | -57.7% |
| 3Y | +706.2% | +34.0% | +672.2% | +584.5% |
| 5Y | +165.2% | +12.6% | +152.6% | +125.8% |
| All | +230.9% | +53.3% | +177.6% | +176.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling