+160.4%
ASTS vs FCUV
-99.7%
+260.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +136.0% | -141.5% | -7.9% |
| 7D | +0.8% | +148.8% | -147.9% | -1.8% |
| 30D | -22.6% | +95.0% | -117.7% | -24.3% |
| 3M | -54.4% | +27.8% | -82.2% | -55.6% |
| 6M | -56.4% | +121.0% | -177.4% | -61.8% |
| YTD | -55.1% | -78.1% | +23.0% | -54.6% |
| 1Y | -46.9% | -94.3% | +47.3% | -40.9% |
| 3Y | +715.0% | -98.9% | +813.9% | +825.5% |
| All | +160.4% | -99.7% | +260.1% | +243.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling