+1,505.9%
ASTS vs USFR
+14.1%
+1,491.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +7.3% | +0.1% | +7.3% | +7.4% |
| 30D | -8.9% | +0.3% | -9.2% | -8.7% |
| 3M | -41.9% | +1.0% | -42.9% | -42.0% |
| 6M | -40.6% | +1.9% | -42.5% | -42.8% |
| YTD | -14.2% | +2.6% | -16.8% | -21.2% |
| 1Y | +48.9% | +4.0% | +44.8% | +22.9% |
| All | +1,505.9% | +14.1% | +1,491.8% | +780.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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