-49.2%
ASTS vs FSLR
-24.3%
-24.9%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.6% | -8.7% | -7.3% |
| 7D | -15.8% | +10.3% | -26.1% | -21.9% |
| 30D | -39.0% | +10.4% | -49.5% | -43.3% |
| 3M | -49.3% | -20.2% | -29.2% | -41.1% |
| 6M | -47.9% | -8.0% | -40.0% | -44.7% |
| YTD | -51.0% | -25.5% | -25.4% | -39.6% |
| 1Y | -49.2% | -26.0% | -23.2% | -37.1% |
| All | -49.2% | -24.3% | -24.9% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 1y: compounded portfolio wealth divided by compounded FSLR 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…
1y analysis · Full analysis span regression · 6 months rolling