+94.6%
FCX vs ASTS
+793.2%
-698.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +14.1% | -9.2% | +3.4% |
| 7D | -1.0% | +1.5% | -2.6% | -1.3% |
| 30D | -15.2% | -27.6% | +12.4% | -12.7% |
| 3M | -10.3% | -48.7% | +38.4% | -4.7% |
| 6M | +1.6% | -50.8% | +52.4% | +7.0% |
| YTD | +23.9% | -49.2% | +73.1% | +28.8% |
| 1Y | +58.0% | -46.7% | +104.7% | +62.7% |
| 3Y | +94.6% | +793.2% | -698.6% | +80.4% |
| All | +94.6% | +793.2% | -698.6% | +80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling