+230.9%
ASTS vs FTNT
+570.2%
-339.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.0% | +10.0% | +8.2% |
| 7D | -21.1% | -12.7% | -8.4% | -16.7% |
| 30D | -46.7% | -37.2% | -9.5% | -37.3% |
| 3M | -52.0% | -25.8% | -26.2% | -47.3% |
| 6M | -54.3% | +32.1% | -86.4% | -60.2% |
| YTD | -55.5% | +49.7% | -105.1% | -63.4% |
| 1Y | -50.5% | +47.6% | -98.0% | -58.9% |
| 3Y | +706.2% | +137.2% | +569.0% | +472.4% |
| 5Y | +165.2% | +74.2% | +91.1% | +93.9% |
| All | +230.9% | +570.2% | -339.3% | +103.8% |
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