+182.4%
ASTS vs FSLY
-68.1%
+250.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.6% | -10.3% | -9.0% |
| 7D | -9.3% | -22.9% | +13.6% | -4.2% |
| 30D | -33.9% | -44.6% | +10.7% | -25.3% |
| 3M | -51.0% | -41.5% | -9.5% | -46.3% |
| 6M | -55.1% | -20.8% | -34.3% | -54.4% |
| YTD | -53.6% | +59.5% | -113.1% | -65.0% |
| 1Y | -51.0% | +36.1% | -87.1% | -61.2% |
| 3Y | +681.7% | -1.0% | +682.6% | +477.1% |
| 5Y | +182.4% | -66.9% | +249.3% | +188.7% |
| All | +182.4% | -68.1% | +250.5% | +188.7% |
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 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