+253.1%
ASTS vs FCUV
-99.8%
+352.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.6% | -4.1% | -5.8% |
| 7D | +14.2% | +2.4% | +11.8% | +14.2% |
| 30D | -26.7% | -25.9% | -0.8% | -26.3% |
| 3M | -53.6% | -44.8% | -8.8% | -53.6% |
| 6M | -52.7% | -3.5% | -49.2% | -56.8% |
| YTD | -52.5% | -90.7% | +38.2% | -53.3% |
| 1Y | -46.5% | -97.9% | +51.4% | -44.6% |
| 3Y | +700.5% | -99.5% | +800.0% | +709.4% |
| 5Y | +168.5% | -99.9% | +268.4% | +179.3% |
| All | +253.1% | -99.8% | +352.9% | +266.6% |
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