+653.1%
ASTS vs USFD
+159.7%
+493.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.8% | -12.4% | -14.2% |
| 7D | -29.9% | +3.9% | -33.8% | -31.0% |
| 30D | -52.2% | +10.7% | -62.8% | -54.3% |
| 3M | -55.8% | +6.3% | -62.2% | -57.1% |
| 6M | -52.7% | +16.2% | -68.9% | -56.1% |
| YTD | -58.4% | +41.9% | -100.3% | -67.9% |
| 1Y | -57.1% | +44.2% | -101.3% | -67.2% |
| All | +653.1% | +159.7% | +493.5% | +398.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling