-46.9%
ASTS vs USFD
+49.2%
-96.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.5% |
| 7D | +0.8% | +1.7% | -0.8% | +0.9% |
| 30D | -22.6% | +10.2% | -32.8% | -22.1% |
| 3M | -54.4% | -1.5% | -52.9% | -54.4% |
| 6M | -56.4% | +27.3% | -83.8% | -55.0% |
| YTD | -55.1% | +44.0% | -99.1% | -61.7% |
| 1Y | -46.9% | +50.4% | -97.3% | -56.6% |
| All | -46.9% | +49.2% | -96.2% | -56.6% |
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