+1,505.9%
ASTS vs USFD
+156.9%
+1,349.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.4% |
| 7D | +7.3% | -3.0% | +10.3% | +8.6% |
| 30D | -8.9% | +3.5% | -12.4% | -10.4% |
| 3M | -41.9% | +26.6% | -68.5% | -48.9% |
| 6M | -40.6% | +11.7% | -52.3% | -44.1% |
| YTD | -14.2% | +38.1% | -52.3% | -33.9% |
| 1Y | +48.9% | +33.4% | +15.5% | +17.9% |
| All | +1,505.9% | +156.9% | +1,349.0% | +610.4% |
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 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