+537.8%
ASTS vs FTNT
+781.4%
-243.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +7.3% | -5.8% | +13.2% | +9.6% |
| 30D | -8.9% | -4.8% | -4.1% | -7.7% |
| 3M | -41.9% | +4.4% | -46.3% | -43.0% |
| 6M | -40.6% | +88.8% | -129.4% | -54.4% |
| YTD | -14.2% | +96.8% | -111.0% | -35.5% |
| 1Y | +48.9% | +104.5% | -55.6% | +11.3% |
| 3Y | +1,461.7% | +156.8% | +1,304.9% | +974.4% |
| 5Y | +404.1% | +144.1% | +260.1% | +233.3% |
| All | +537.8% | +781.4% | -243.6% | +259.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling