+653.1%
ASTS vs FSLR
+28.8%
+624.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.6% | -15.9% | -15.5% |
| 7D | -29.9% | +10.7% | -40.5% | -33.2% |
| 30D | -52.2% | +8.9% | -61.0% | -54.0% |
| 3M | -55.8% | -17.3% | -38.5% | -52.4% |
| 6M | -52.7% | -10.8% | -41.9% | -50.0% |
| YTD | -58.4% | -25.1% | -33.4% | -53.6% |
| 1Y | -57.1% | -29.4% | -27.7% | -50.9% |
| All | +653.1% | +28.8% | +624.3% | +581.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling