+244.8%
ASTS vs FHN
+89.6%
+155.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.1% | -8.8% | -8.7% |
| 7D | -9.3% | +0.9% | -10.2% | -9.4% |
| 30D | -33.9% | +2.1% | -36.0% | -34.2% |
| 3M | -51.0% | -6.0% | -45.0% | -50.2% |
| 6M | -55.1% | -2.9% | -52.2% | -54.8% |
| YTD | -53.6% | +0.7% | -54.3% | -53.7% |
| 1Y | -51.0% | +11.0% | -62.0% | -52.0% |
| 3Y | +681.7% | +130.3% | +551.4% | +576.4% |
| 5Y | +182.4% | +61.3% | +121.1% | +152.3% |
| All | +244.8% | +89.6% | +155.2% | +205.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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