+274.8%
ASTS vs FIVN
-49.6%
+324.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.2% | +7.5% | +8.4% |
| 7D | +2.8% | -22.8% | +25.6% | +10.3% |
| 30D | -28.8% | -21.3% | -7.5% | -23.9% |
| 3M | -48.9% | -14.0% | -34.9% | -47.4% |
| 6M | -55.6% | +31.1% | -86.7% | -60.9% |
| YTD | -49.6% | +40.0% | -89.6% | -59.0% |
| 1Y | -46.1% | +38.1% | -84.1% | -55.9% |
| 3Y | +749.7% | -55.7% | +805.3% | +896.7% |
| 5Y | +193.2% | -82.5% | +275.7% | +311.3% |
| All | +274.8% | -49.6% | +324.5% | +408.4% |
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