+274.8%
ASTS vs FSLY
-15.6%
+290.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +6.3% | +2.4% | +7.5% |
| 7D | +2.8% | -17.9% | +20.8% | +6.7% |
| 30D | -28.8% | -34.7% | +5.9% | -23.0% |
| 3M | -48.9% | -40.0% | -8.8% | -44.8% |
| 6M | -55.6% | -11.8% | -43.8% | -55.8% |
| YTD | -49.6% | +69.5% | -119.1% | -60.5% |
| 1Y | -46.1% | +44.0% | -90.0% | -56.1% |
| 3Y | +749.7% | +5.2% | +744.4% | +561.0% |
| 5Y | +193.2% | -65.6% | +258.8% | +144.4% |
| All | +274.8% | -15.6% | +290.4% | +215.4% |
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