+1,505.9%
ASTS vs FTNT
+156.5%
+1,349.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +7.3% | -5.8% | +13.2% | +9.9% |
| 30D | -8.9% | -4.8% | -4.1% | -7.5% |
| 3M | -41.9% | +4.4% | -46.3% | -43.2% |
| 6M | -40.6% | +88.8% | -129.4% | -56.4% |
| YTD | -14.2% | +96.8% | -111.0% | -38.7% |
| 1Y | +48.9% | +104.5% | -55.6% | +5.9% |
| All | +1,505.9% | +156.5% | +1,349.4% | +1,075.1% |
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