+233.7%
ASTS vs FCEL
+34.4%
+199.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.6% | +0.1% | -4.4% |
| 7D | +0.8% | -2.8% | +3.6% | +1.7% |
| 30D | -22.6% | -31.6% | +9.0% | -16.5% |
| 3M | -54.4% | -52.4% | -2.0% | -48.1% |
| 6M | -56.4% | -51.4% | -5.0% | -52.0% |
| YTD | -55.1% | +32.4% | -87.5% | -59.1% |
| 1Y | -46.9% | +37.5% | -84.4% | -52.0% |
| 3Y | +715.0% | -69.3% | +784.3% | +724.8% |
| 5Y | +153.7% | -97.1% | +250.8% | +217.5% |
| All | +233.7% | +34.4% | +199.2% | +300.4% |
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