+277.6%
ASTS vs FCUV
-99.8%
+377.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -1.6% | +15.7% | +14.1% |
| 7D | +1.5% | -15.4% | +16.9% | +1.9% |
| 30D | -27.6% | -32.9% | +5.2% | -27.1% |
| 3M | -48.7% | -46.2% | -2.6% | -48.8% |
| 6M | -50.8% | -30.0% | -20.8% | -54.6% |
| YTD | -49.2% | -91.4% | +42.1% | -50.0% |
| 1Y | -46.7% | -98.1% | +51.4% | -44.6% |
| 3Y | +793.2% | -99.6% | +892.8% | +806.1% |
| 5Y | +195.6% | -99.9% | +295.5% | +207.7% |
| All | +277.6% | -99.8% | +377.4% | +292.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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