+253.1%
ASTS vs FCEL
+42.4%
+210.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.4% | +0.6% | -4.6% |
| 7D | +14.2% | +14.8% | -0.5% | +11.6% |
| 30D | -26.7% | -33.9% | +7.2% | -20.4% |
| 3M | -53.6% | -52.7% | -0.9% | -47.1% |
| 6M | -52.7% | -40.0% | -12.7% | -49.9% |
| YTD | -52.5% | +40.2% | -92.7% | -57.2% |
| 1Y | -46.5% | +32.9% | -79.4% | -51.5% |
| 3Y | +700.5% | -66.8% | +767.3% | +698.8% |
| 5Y | +168.5% | -97.0% | +265.4% | +232.3% |
| All | +253.1% | +42.4% | +210.8% | +319.0% |
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