+208.3%
ASTS vs FLNC
-85.9%
+294.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.8% | +1.0% | -3.6% |
| 7D | +14.2% | -7.1% | +21.3% | +17.4% |
| 30D | -26.7% | -30.2% | +3.5% | -17.2% |
| 3M | -53.6% | -64.1% | +10.6% | -35.8% |
| 6M | -52.7% | -77.7% | +25.0% | -27.7% |
| YTD | -52.5% | -76.1% | +23.6% | -32.6% |
| 1Y | -46.5% | -75.4% | +28.8% | -24.7% |
| 3Y | +700.5% | -72.4% | +772.9% | +807.1% |
| 5Y | +168.5% | -87.4% | +255.9% | +212.6% |
| All | +208.3% | -85.9% | +294.2% | +251.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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