+230.9%
ASTS vs FSLR
+284.9%
-54.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.7% | +4.3% | +6.1% |
| 7D | -21.1% | +15.3% | -36.4% | -25.1% |
| 30D | -46.7% | +11.7% | -58.4% | -48.8% |
| 3M | -52.0% | -17.6% | -34.4% | -48.9% |
| 6M | -54.3% | -7.7% | -46.5% | -52.6% |
| YTD | -55.5% | -23.0% | -32.5% | -51.7% |
| 1Y | -50.5% | -26.0% | -24.4% | -45.3% |
| 3Y | +706.2% | +36.9% | +669.4% | +602.6% |
| 5Y | +165.2% | +72.9% | +92.3% | +95.4% |
| All | +230.9% | +284.9% | -54.0% | +136.3% |
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