+193.2%
ASTS vs USFR
+21.4%
+171.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | 0.0% | +8.7% | +8.7% |
| 7D | +2.8% | +0.1% | +2.7% | +3.0% |
| 30D | -28.8% | +0.4% | -29.2% | -28.2% |
| 3M | -48.9% | +1.1% | -50.0% | -47.6% |
| 6M | -55.6% | +2.1% | -57.7% | -54.0% |
| YTD | -49.6% | +3.4% | -53.0% | -48.4% |
| 1Y | -46.1% | +4.1% | -50.1% | -45.5% |
| 3Y | +749.7% | +14.4% | +735.2% | +808.2% |
| 5Y | +193.2% | +21.4% | +171.8% | +368.7% |
| All | +193.2% | +21.4% | +171.8% | +368.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling