+513.2%
ASTS vs FWONK
+131.9%
+381.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.5% |
| 7D | -3.6% | -1.5% | -2.0% | -3.1% |
| 30D | -16.4% | -6.8% | -9.6% | -14.3% |
| 3M | -31.4% | +7.7% | -39.1% | -33.3% |
| 6M | -31.6% | +11.0% | -42.5% | -34.3% |
| YTD | -17.5% | -3.1% | -14.4% | -17.6% |
| 1Y | +59.4% | -3.5% | +62.9% | +59.3% |
| 3Y | +1,460.2% | +44.6% | +1,415.6% | +1,277.0% |
| 5Y | +413.4% | +98.3% | +315.1% | +332.4% |
| All | +513.2% | +131.9% | +381.3% | +408.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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