-49.2%
ASTS vs FTNT
+49.6%
-98.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.4% |
| 7D | -15.8% | -25.7% | +9.9% | -9.6% |
| 30D | -39.0% | -29.7% | -9.3% | -33.3% |
| 3M | -49.3% | -23.1% | -26.2% | -46.1% |
| 6M | -47.9% | +45.0% | -92.9% | -53.2% |
| YTD | -51.0% | +62.9% | -113.9% | -59.4% |
| 1Y | -49.2% | +51.8% | -101.0% | -53.3% |
| All | -49.2% | +49.6% | -98.7% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 FTNT 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