+431.2%
ASTS vs USFD
+215.8%
+215.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.5% |
| 7D | +7.3% | -3.0% | +10.3% | +9.2% |
| 30D | -8.9% | +3.5% | -12.4% | -11.3% |
| 3M | -41.9% | +26.6% | -68.5% | -51.6% |
| 6M | -40.6% | +11.7% | -52.3% | -46.3% |
| YTD | -14.2% | +38.1% | -52.3% | -37.1% |
| 1Y | +48.9% | +33.4% | +15.5% | +12.2% |
| 3Y | +1,461.7% | +155.8% | +1,305.8% | +581.8% |
| All | +431.2% | +215.8% | +215.4% | +90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling