+244.8%
ASTS vs FCEL
+42.8%
+202.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -5.0% | -3.7% | -7.7% |
| 7D | -9.3% | -8.3% | -1.0% | -7.5% |
| 30D | -33.9% | -43.0% | +9.1% | -26.3% |
| 3M | -51.0% | -48.2% | -2.8% | -45.2% |
| 6M | -55.1% | -25.0% | -30.1% | -54.3% |
| YTD | -53.6% | +40.6% | -94.2% | -58.3% |
| 1Y | -51.0% | +36.0% | -86.9% | -55.8% |
| 3Y | +681.7% | -66.7% | +748.4% | +679.0% |
| 5Y | +182.4% | -96.7% | +279.1% | +247.2% |
| All | +244.8% | +42.8% | +202.1% | +308.6% |
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