+233.7%
ASTS vs FSLY
-18.7%
+252.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.3% | -2.2% | -4.9% |
| 7D | +0.8% | +4.9% | -4.0% | 0.0% |
| 30D | -22.6% | -33.5% | +10.9% | -16.5% |
| 3M | -54.4% | -44.6% | -9.8% | -50.0% |
| 6M | -56.4% | -9.2% | -47.2% | -56.7% |
| YTD | -55.1% | +63.3% | -118.4% | -64.5% |
| 1Y | -46.9% | +45.3% | -92.2% | -57.0% |
| 3Y | +715.0% | +3.7% | +711.3% | +535.0% |
| 5Y | +153.7% | -67.2% | +220.9% | +113.3% |
| All | +233.7% | -18.7% | +252.4% | +182.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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