-54.3%
ASTS vs FTNT
+33.9%
-88.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.0% | +10.0% | +7.7% |
| 7D | -21.1% | -12.7% | -8.4% | -18.5% |
| 30D | -46.7% | -37.2% | -9.5% | -42.1% |
| 3M | -52.0% | -25.8% | -26.2% | -49.1% |
| 6M | -54.3% | +32.1% | -86.4% | -37.6% |
| All | -54.3% | +33.9% | -88.1% | -37.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling