+253.1%
ASTS vs FHN
+88.4%
+164.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -5.7% |
| 7D | +14.2% | +1.3% | +13.0% | +14.0% |
| 30D | -26.7% | +2.8% | -29.5% | -27.1% |
| 3M | -53.6% | -8.9% | -44.7% | -52.5% |
| 6M | -52.7% | -0.7% | -52.0% | -52.7% |
| YTD | -52.5% | +0.1% | -52.6% | -52.5% |
| 1Y | -46.5% | +10.4% | -56.9% | -47.5% |
| 3Y | +700.5% | +128.8% | +571.7% | +593.7% |
| 5Y | +168.5% | +61.5% | +107.0% | +140.1% |
| All | +253.1% | +88.4% | +164.7% | +213.7% |
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