+274.8%
ASTS vs FSLR
+240.8%
+34.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.6% | +10.3% | +9.2% |
| 7D | +2.8% | -8.4% | +11.2% | +5.7% |
| 30D | -28.8% | -0.9% | -27.9% | -28.9% |
| 3M | -48.9% | -26.1% | -22.8% | -43.7% |
| 6M | -55.6% | -23.6% | -32.0% | -51.3% |
| YTD | -49.6% | -31.8% | -17.8% | -43.0% |
| 1Y | -46.1% | -32.6% | -13.5% | -38.5% |
| 3Y | +749.7% | +33.0% | +716.7% | +651.9% |
| 5Y | +193.2% | +56.8% | +136.4% | +123.8% |
| All | +274.8% | +240.8% | +34.0% | +178.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling