+230.9%
ASTS vs USFR
+22.4%
+208.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | 0.0% | +7.0% | +7.1% |
| 7D | -21.1% | +0.1% | -21.2% | -20.9% |
| 30D | -46.7% | +0.4% | -47.1% | -46.1% |
| 3M | -52.0% | +1.1% | -53.1% | -50.8% |
| 6M | -54.3% | +2.1% | -56.3% | -52.3% |
| YTD | -55.5% | +3.4% | -58.9% | -53.2% |
| 1Y | -50.5% | +4.1% | -54.6% | -47.9% |
| 3Y | +706.2% | +14.4% | +691.8% | +934.3% |
| 5Y | +165.2% | +21.3% | +143.9% | +371.7% |
| All | +230.9% | +22.4% | +208.5% | +522.3% |
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