+537.8%
ASTS vs FCUV
-98.7%
+636.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -13.7% | +14.0% | +0.5% |
| 7D | +7.3% | +62.8% | -55.5% | +6.2% |
| 30D | -8.9% | +66.5% | -75.4% | -10.2% |
| 3M | -41.9% | +459.9% | -501.9% | -48.0% |
| 6M | -40.6% | -12.4% | -28.2% | -43.9% |
| YTD | -14.2% | -47.5% | +33.3% | -17.4% |
| 1Y | +48.9% | -80.5% | +129.4% | +47.0% |
| 3Y | +1,461.7% | -97.6% | +1,559.3% | +1,450.1% |
| 5Y | +404.1% | -99.5% | +503.7% | +414.4% |
| All | +537.8% | -98.7% | +636.5% | +548.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling