+209.1%
ASTS vs USFD
+167.5%
+41.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.8% | -12.4% | -14.5% |
| 7D | -29.9% | +3.9% | -33.8% | -30.7% |
| 30D | -52.2% | +10.7% | -62.8% | -53.6% |
| 3M | -55.8% | +6.3% | -62.2% | -56.7% |
| 6M | -52.7% | +16.2% | -68.9% | -55.0% |
| YTD | -58.4% | +41.9% | -100.3% | -63.1% |
| 1Y | -57.1% | +44.2% | -101.3% | -62.0% |
| 3Y | +629.5% | +159.8% | +469.7% | +459.5% |
| 5Y | +147.7% | +177.1% | -29.4% | +84.4% |
| All | +209.1% | +167.5% | +41.6% | +133.4% |
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