+1,505.9%
ASTS vs FLUT
-44.8%
+1,550.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.0% |
| 7D | +7.3% | -1.6% | +9.0% | +8.0% |
| 30D | -8.9% | +7.7% | -16.6% | -11.3% |
| 3M | -41.9% | -0.7% | -41.2% | -42.9% |
| 6M | -40.6% | -11.2% | -29.4% | -39.8% |
| YTD | -14.2% | -53.4% | +39.2% | +15.8% |
| 1Y | +48.9% | -65.8% | +114.6% | +128.7% |
| All | +1,505.9% | -44.8% | +1,550.7% | +2,031.8% |
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 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