+815.5%
ASTS vs FTNT
+154.0%
+661.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +3.7% | +5.0% | +7.1% |
| 7D | +2.8% | -1.0% | +3.8% | +3.6% |
| 30D | -28.8% | -33.6% | +4.8% | -16.0% |
| 3M | -48.9% | -20.9% | -28.0% | -44.6% |
| 6M | -55.6% | +11.0% | -66.6% | -59.1% |
| YTD | -49.6% | +61.3% | -110.9% | -62.4% |
| 1Y | -46.1% | +53.1% | -99.2% | -58.3% |
| All | +815.5% | +154.0% | +661.5% | +565.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling