+537.8%
ASTS vs FHN
+99.4%
+438.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +7.3% | +1.2% | +6.2% | +7.1% |
| 30D | -8.9% | -4.7% | -4.2% | -7.8% |
| 3M | -41.9% | +3.5% | -45.5% | -42.5% |
| 6M | -40.6% | +7.8% | -48.4% | -41.6% |
| YTD | -14.2% | +5.9% | -20.1% | -15.4% |
| 1Y | +48.9% | +12.5% | +36.4% | +44.8% |
| 3Y | +1,461.7% | +117.2% | +1,344.4% | +1,252.1% |
| 5Y | +404.1% | +86.5% | +317.6% | +341.6% |
| All | +537.8% | +99.4% | +438.4% | +458.7% |
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 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