+209.1%
ASTS vs FHN
+86.1%
+123.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.6% | -12.6% | -14.6% |
| 7D | -29.9% | -2.3% | -27.6% | -29.5% |
| 30D | -52.2% | -0.9% | -51.2% | -52.0% |
| 3M | -55.8% | -11.0% | -44.8% | -54.6% |
| 6M | -52.7% | -5.4% | -47.3% | -52.1% |
| YTD | -58.4% | -1.2% | -57.2% | -58.3% |
| 1Y | -57.1% | +10.5% | -67.6% | -57.9% |
| 3Y | +629.5% | +115.1% | +514.4% | +537.9% |
| 5Y | +147.7% | +58.1% | +89.7% | +122.3% |
| All | +209.1% | +86.1% | +123.0% | +175.2% |
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