+431.2%
ASTS vs FSLY
-55.9%
+487.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.8% |
| 7D | +7.3% | -10.6% | +18.0% | +9.9% |
| 30D | -8.9% | -20.9% | +12.0% | -5.2% |
| 3M | -41.9% | +3.4% | -45.3% | -42.8% |
| 6M | -40.6% | +2.7% | -43.3% | -44.6% |
| YTD | -14.2% | +102.3% | -116.5% | -37.5% |
| 1Y | +48.9% | +182.1% | -133.2% | -6.2% |
| 3Y | +1,461.7% | -14.6% | +1,476.2% | +1,164.5% |
| All | +431.2% | -55.9% | +487.1% | +406.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling