-52.0%
ASTS vs FIVN
-2.4%
-49.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -17.6% | +24.7% | +10.1% |
| 7D | -21.1% | -22.6% | +1.5% | -17.0% |
| 30D | -46.7% | -16.8% | -29.9% | -44.8% |
| 3M | -52.0% | -0.9% | -51.1% | -52.0% |
| All | -52.0% | -2.4% | -49.6% | -52.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling