+715.0%
ASTS vs FTNT
+152.2%
+562.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.8% | -3.7% | -4.7% |
| 7D | +0.8% | +7.1% | -6.2% | -2.0% |
| 30D | -22.6% | -30.9% | +8.2% | -10.4% |
| 3M | -54.4% | -23.1% | -31.3% | -49.9% |
| 6M | -56.4% | +8.1% | -64.5% | -59.4% |
| YTD | -55.1% | +60.2% | -115.3% | -66.4% |
| 1Y | -46.9% | +57.0% | -103.9% | -59.6% |
| 3Y | +715.0% | +152.9% | +562.1% | +494.2% |
| All | +715.0% | +152.2% | +562.8% | +494.2% |
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