+537.8%
ASTS vs FIVN
-40.3%
+578.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +1.0% |
| 7D | +7.3% | -2.3% | +9.6% | +8.0% |
| 30D | -8.9% | +12.4% | -21.3% | -12.8% |
| 3M | -41.9% | +36.0% | -77.9% | -48.1% |
| 6M | -40.6% | +86.0% | -126.6% | -54.3% |
| YTD | -14.2% | +65.9% | -80.1% | -32.9% |
| 1Y | +48.9% | +26.5% | +22.4% | +28.2% |
| 3Y | +1,461.7% | -54.2% | +1,515.9% | +1,735.1% |
| 5Y | +404.1% | -80.5% | +484.6% | +584.4% |
| All | +537.8% | -40.3% | +578.1% | +732.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling