+230.9%
ASTS vs FHN
+85.5%
+145.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.3% | +7.4% | +7.1% |
| 7D | -21.1% | -1.0% | -20.1% | -20.9% |
| 30D | -46.7% | +0.2% | -46.9% | -46.7% |
| 3M | -52.0% | -9.0% | -43.0% | -50.9% |
| 6M | -54.3% | -6.8% | -47.4% | -53.5% |
| YTD | -55.5% | -1.5% | -54.0% | -55.3% |
| 1Y | -50.5% | +10.9% | -61.4% | -51.5% |
| 3Y | +706.2% | +119.4% | +586.9% | +603.4% |
| 5Y | +165.2% | +57.5% | +107.7% | +138.1% |
| All | +230.9% | +85.5% | +145.4% | +194.9% |
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