+277.6%
ASTS vs FIVN
-48.2%
+325.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.7% | +11.4% | +13.3% |
| 7D | +1.5% | -19.3% | +20.8% | +7.4% |
| 30D | -27.6% | -20.7% | -6.9% | -22.9% |
| 3M | -48.7% | -15.1% | -33.7% | -47.2% |
| 6M | -50.8% | +30.6% | -81.5% | -56.7% |
| YTD | -49.2% | +44.0% | -93.2% | -59.1% |
| 1Y | -46.7% | +45.5% | -92.2% | -57.2% |
| 3Y | +793.2% | -52.8% | +846.0% | +927.5% |
| 5Y | +195.6% | -82.6% | +278.2% | +313.2% |
| All | +277.6% | -48.2% | +325.8% | +407.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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