+160.4%
ASTS vs FSLR
+53.9%
+106.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -5.3% |
| 7D | +0.8% | -14.8% | +15.6% | +7.4% |
| 30D | -22.6% | -4.3% | -18.3% | -21.6% |
| 3M | -54.4% | -23.4% | -31.0% | -49.5% |
| 6M | -56.4% | -26.9% | -29.5% | -50.5% |
| YTD | -55.1% | -34.4% | -20.7% | -47.3% |
| 1Y | -46.9% | -33.2% | -13.7% | -37.7% |
| 3Y | +715.0% | +28.1% | +686.9% | +593.4% |
| All | +160.4% | +53.9% | +106.5% | +56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling