-50.4%
ASTS vs FLUT
-64.2%
+13.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.6% | -9.3% | -8.7% |
| 7D | -9.3% | -1.5% | -7.8% | -9.2% |
| 30D | -33.9% | +3.4% | -37.3% | -34.3% |
| 3M | -51.0% | -12.5% | -38.5% | -50.2% |
| 6M | -55.1% | -18.5% | -36.6% | -54.9% |
| YTD | -53.6% | -61.6% | +8.0% | -30.6% |
| All | -50.4% | -64.2% | +13.8% | -22.4% |
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