+264.6%
ASTS vs FHN
+91.1%
+173.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -4.5% |
| 7D | -15.8% | +2.3% | -18.1% | -16.3% |
| 30D | -39.0% | +1.6% | -40.7% | -39.3% |
| 3M | -49.3% | -8.4% | -41.0% | -48.3% |
| 6M | -47.9% | -2.3% | -45.7% | -47.8% |
| YTD | -51.0% | +1.5% | -52.4% | -51.2% |
| 1Y | -49.2% | +15.0% | -64.2% | -50.7% |
| 3Y | +760.4% | +120.9% | +639.5% | +647.0% |
| 5Y | +185.6% | +64.0% | +121.6% | +154.2% |
| All | +264.6% | +91.1% | +173.5% | +222.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling