+61.5%
FCX vs ASTS
+163.9%
-102.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.1% | -4.4% | +1.9% |
| 7D | -4.9% | -21.1% | +16.2% | -2.6% |
| 30D | -17.1% | -46.7% | +29.6% | -11.8% |
| 3M | -12.7% | -52.0% | +39.3% | -6.3% |
| 6M | -2.0% | -54.3% | +52.3% | +4.2% |
| YTD | +18.1% | -55.5% | +73.6% | +24.4% |
| 1Y | +55.2% | -50.5% | +105.6% | +60.9% |
| 3Y | +74.3% | +706.2% | -631.9% | +36.2% |
| All | +61.5% | +163.9% | -102.4% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling