+495.7%
FCX vs ASTS
+209.1%
+286.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -15.2% | +7.7% | -6.0% |
| 7D | -12.5% | -29.9% | +17.4% | -9.4% |
| 30D | -20.0% | -52.2% | +32.1% | -14.2% |
| 3M | -16.4% | -55.8% | +39.5% | -9.8% |
| 6M | +0.8% | -52.7% | +53.6% | +6.6% |
| YTD | +15.1% | -58.4% | +73.5% | +21.8% |
| 1Y | +45.3% | -57.1% | +102.4% | +52.4% |
| 3Y | +70.9% | +629.5% | -558.5% | +33.9% |
| 5Y | +67.5% | +147.7% | -80.2% | +35.3% |
| All | +495.7% | +209.1% | +286.6% | +326.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling