+277.6%
ASTS vs FLUT
-14.6%
+292.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +0.4% | +13.7% | +14.0% |
| 7D | +1.5% | -6.5% | +8.0% | +3.1% |
| 30D | -27.6% | +2.8% | -30.4% | -28.5% |
| 3M | -48.7% | -13.5% | -35.3% | -47.3% |
| 6M | -50.8% | -19.0% | -31.9% | -49.6% |
| YTD | -49.2% | -61.9% | +12.7% | -35.9% |
| 1Y | -46.7% | -63.2% | +16.6% | -32.0% |
| 3Y | +793.2% | -46.0% | +839.2% | +943.9% |
| 5Y | +195.6% | -51.8% | +247.4% | +232.7% |
| All | +277.6% | -14.6% | +292.2% | +327.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling