+230.9%
ASTS vs USFD
+167.1%
+63.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.2% | +7.2% | +7.1% |
| 7D | -21.1% | +3.0% | -24.0% | -21.8% |
| 30D | -46.7% | +11.1% | -57.8% | -48.3% |
| 3M | -52.0% | -0.3% | -51.7% | -52.1% |
| 6M | -54.3% | +15.9% | -70.1% | -56.5% |
| YTD | -55.5% | +41.6% | -97.1% | -60.4% |
| 1Y | -50.5% | +49.4% | -99.9% | -56.6% |
| 3Y | +706.2% | +157.8% | +548.4% | +519.5% |
| 5Y | +165.2% | +176.6% | -11.4% | +97.5% |
| All | +230.9% | +167.1% | +63.8% | +149.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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