+537.8%
ASTS vs USFR
+21.5%
+516.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +7.3% | +0.1% | +7.3% | +7.5% |
| 30D | -8.9% | +0.3% | -9.2% | -8.2% |
| 3M | -41.9% | +1.0% | -42.9% | -40.7% |
| 6M | -40.6% | +1.9% | -42.5% | -38.8% |
| YTD | -14.2% | +2.6% | -16.8% | -11.5% |
| 1Y | +48.9% | +4.0% | +44.8% | +53.7% |
| 3Y | +1,461.7% | +14.1% | +1,447.6% | +1,914.3% |
| 5Y | +404.1% | +20.4% | +383.7% | +779.4% |
| All | +537.8% | +21.5% | +516.3% | +1,076.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling