-49.2%
ASTS vs FLUT
-63.1%
+14.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.9% |
| 7D | -15.8% | +4.2% | -19.9% | -16.3% |
| 30D | -39.0% | +8.0% | -47.1% | -39.7% |
| 3M | -49.3% | -22.1% | -27.3% | -47.9% |
| 6M | -47.9% | -21.7% | -26.3% | -47.0% |
| YTD | -51.0% | -62.0% | +11.0% | -27.9% |
| 1Y | -49.2% | -63.2% | +14.0% | -23.8% |
| All | -49.2% | -63.1% | +14.0% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 1y: compounded portfolio wealth divided by compounded FLUT 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…
1y analysis · Full analysis span regression · 6 months rolling