+230.9%
ASTS vs FLUT
-14.9%
+245.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.5% | +8.6% | +7.4% |
| 7D | -21.1% | -1.1% | -20.0% | -21.2% |
| 30D | -46.7% | +7.7% | -54.4% | -48.0% |
| 3M | -52.0% | -12.2% | -39.8% | -50.9% |
| 6M | -54.3% | -17.6% | -36.7% | -53.4% |
| YTD | -55.5% | -62.0% | +6.5% | -43.8% |
| 1Y | -50.5% | -62.3% | +11.8% | -37.3% |
| 3Y | +706.2% | -52.0% | +758.2% | +866.0% |
| 5Y | +165.2% | -51.8% | +217.0% | +198.7% |
| All | +230.9% | -14.9% | +245.8% | +275.2% |
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