+230.9%
ASTS vs FCUV
-99.8%
+330.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.9% | +9.9% | +7.1% |
| 7D | -21.1% | -13.0% | -8.1% | -20.9% |
| 30D | -46.7% | -36.9% | -9.8% | -46.3% |
| 3M | -52.0% | -65.3% | +13.3% | -51.8% |
| 6M | -54.3% | -32.9% | -21.4% | -57.7% |
| YTD | -55.5% | -91.2% | +35.7% | -56.2% |
| 1Y | -50.5% | -98.2% | +47.7% | -48.4% |
| 3Y | +706.2% | -99.6% | +805.8% | +717.7% |
| 5Y | +165.2% | -99.9% | +265.1% | +175.9% |
| All | +230.9% | -99.8% | +330.7% | +243.9% |
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