+653.1%
ASTS vs FLUT
-51.2%
+704.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +1.4% | -16.7% | -15.6% |
| 7D | -29.9% | +4.8% | -34.7% | -31.2% |
| 30D | -52.2% | +8.8% | -61.0% | -53.7% |
| 3M | -55.8% | -10.7% | -45.1% | -54.7% |
| 6M | -52.7% | -19.7% | -33.0% | -51.3% |
| YTD | -58.4% | -61.4% | +3.0% | -41.3% |
| 1Y | -57.1% | -61.6% | +4.5% | -39.4% |
| All | +653.1% | -51.2% | +704.3% | +1,012.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling