-46.1%
ASTS vs FSLY
+43.8%
-89.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +6.3% | +2.4% | +8.3% |
| 7D | +2.8% | -17.9% | +20.8% | +4.1% |
| 30D | -28.8% | -34.7% | +5.9% | -27.4% |
| 3M | -48.9% | -40.0% | -8.8% | -48.0% |
| 6M | -55.6% | -11.8% | -43.8% | -55.0% |
| YTD | -49.6% | +69.5% | -119.1% | -37.0% |
| 1Y | -46.1% | +44.0% | -90.0% | -28.7% |
| All | -46.1% | +43.8% | -89.9% | -28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling