+646.7%
FCX vs ASTS
+537.8%
+108.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -4.9% | +7.3% | -12.2% | -5.6% |
| 30D | +4.8% | -8.9% | +13.7% | +5.6% |
| 3M | +4.6% | -41.9% | +46.5% | +9.1% |
| 6M | +10.8% | -40.6% | +51.4% | +14.1% |
| YTD | +44.2% | -14.2% | +58.4% | +42.6% |
| 1Y | +59.6% | +48.9% | +10.7% | +49.1% |
| 3Y | +82.2% | +1,461.7% | -1,379.4% | +32.2% |
| 5Y | +115.6% | +404.1% | -288.5% | +62.7% |
| All | +646.7% | +537.8% | +108.9% | +399.6% |
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