+277.6%
ASTS vs FTNT
+590.7%
-313.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +3.1% | +11.1% | +13.0% |
| 7D | +1.5% | -3.0% | +4.5% | +3.0% |
| 30D | -27.6% | -37.1% | +9.5% | -14.7% |
| 3M | -48.7% | -23.3% | -25.4% | -44.3% |
| 6M | -50.8% | +7.4% | -58.2% | -53.1% |
| YTD | -49.2% | +54.2% | -103.4% | -58.7% |
| 1Y | -46.7% | +49.7% | -96.4% | -55.9% |
| 3Y | +793.2% | +146.6% | +646.7% | +526.0% |
| 5Y | +195.6% | +75.4% | +120.2% | +114.7% |
| All | +277.6% | +590.7% | -313.1% | +130.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling