+191.3%
ASTS vs FLNC
-86.0%
+277.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.3% | -5.1% |
| 7D | +0.8% | -11.2% | +12.0% | +5.1% |
| 30D | -22.6% | -24.6% | +2.0% | -14.8% |
| 3M | -54.4% | -64.6% | +10.2% | -36.7% |
| 6M | -56.4% | -78.8% | +22.4% | -32.3% |
| YTD | -55.1% | -76.3% | +21.2% | -36.1% |
| 1Y | -46.9% | -71.2% | +24.3% | -28.5% |
| 3Y | +715.0% | -71.9% | +786.9% | +819.5% |
| 5Y | +153.7% | -87.5% | +241.2% | +196.5% |
| All | +191.3% | -86.0% | +277.4% | +233.5% |
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