+1,505.9%
ASTS vs FSLY
-13.5%
+1,519.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.6% |
| 7D | +7.3% | -10.6% | +18.0% | +9.0% |
| 30D | -8.9% | -20.9% | +12.0% | -6.4% |
| 3M | -41.9% | +3.4% | -45.3% | -42.4% |
| 6M | -40.6% | +2.7% | -43.3% | -42.4% |
| YTD | -14.2% | +102.3% | -116.5% | -26.7% |
| 1Y | +48.9% | +182.1% | -133.2% | +12.7% |
| All | +1,505.9% | -13.5% | +1,519.4% | +1,408.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling