-46.3%
ASTS vs FSLR
-29.8%
-16.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -4.7% | +18.8% | +17.2% |
| 7D | +1.5% | +5.3% | -3.7% | -2.9% |
| 30D | -27.6% | +7.8% | -35.4% | -32.1% |
| 3M | -48.7% | -23.4% | -25.3% | -38.9% |
| 6M | -50.8% | -12.9% | -38.0% | -46.2% |
| YTD | -49.2% | -26.7% | -22.6% | -36.6% |
| All | -46.3% | -29.8% | -16.5% | -30.3% |
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 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