+509.5%
FCX vs ASTS
+233.7%
+275.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.5% | -1.4% |
| 7D | -0.3% | +0.8% | -1.1% | -0.5% |
| 30D | -14.7% | -22.6% | +7.9% | -12.7% |
| 3M | -11.2% | -54.4% | +43.3% | -4.5% |
| 6M | -11.4% | -56.4% | +45.0% | -5.5% |
| YTD | +17.7% | -55.1% | +72.8% | +23.6% |
| 1Y | +47.5% | -46.9% | +94.4% | +51.7% |
| 3Y | +83.9% | +715.0% | -631.1% | +42.4% |
| 5Y | +54.0% | +153.7% | -99.7% | +23.9% |
| All | +509.5% | +233.7% | +275.9% | +333.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 10y: compounded portfolio wealth divided by compounded ASTS 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…
10y analysis · Full analysis span regression · 6 months rolling