+230.9%
ASTS vs FIVN
-49.6%
+280.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -17.6% | +24.7% | +12.2% |
| 7D | -21.1% | -22.6% | +1.5% | -15.5% |
| 30D | -46.7% | -16.8% | -29.9% | -44.2% |
| 3M | -52.0% | -0.9% | -51.1% | -53.0% |
| 6M | -54.3% | +28.4% | -82.7% | -59.6% |
| YTD | -55.5% | +40.2% | -95.7% | -63.9% |
| 1Y | -50.5% | +30.5% | -81.0% | -58.8% |
| 3Y | +706.2% | -56.2% | +762.5% | +847.1% |
| 5Y | +165.2% | -81.0% | +246.2% | +266.2% |
| All | +230.9% | -49.6% | +280.5% | +347.8% |
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