-57.1%
ASTS vs USFD
+46.0%
-103.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.8% | -12.4% | -15.2% |
| 7D | -29.9% | +3.9% | -33.8% | -29.6% |
| 30D | -52.2% | +10.7% | -62.8% | -52.1% |
| 3M | -55.8% | +6.3% | -62.2% | -55.6% |
| 6M | -52.7% | +16.2% | -68.9% | -51.2% |
| YTD | -58.4% | +41.9% | -100.3% | -66.2% |
| 1Y | -57.1% | +44.2% | -101.3% | -65.5% |
| All | -57.1% | +46.0% | -103.0% | -65.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling