+576.8%
ASTS vs FCEL
+146.7%
+430.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +18.8% | -12.7% | +2.7% |
| 7D | +18.5% | +4.0% | +14.5% | +16.8% |
| 30D | -8.1% | -13.1% | +5.0% | -6.6% |
| 3M | -28.2% | +14.6% | -42.8% | -31.8% |
| 6M | -26.1% | +133.7% | -159.8% | -40.0% |
| YTD | -9.0% | +143.0% | -151.9% | -26.0% |
| 1Y | +62.2% | +320.9% | -258.7% | +19.7% |
| 3Y | +1,621.9% | -58.9% | +1,680.8% | +1,518.8% |
| 5Y | +457.0% | -89.7% | +546.7% | +496.6% |
| All | +576.8% | +146.7% | +430.1% | +624.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 10y: compounded portfolio wealth divided by compounded FCEL 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…
10y analysis · Full analysis span regression · 6 months rolling