+160.4%
ASTS vs FSLY
-67.3%
+227.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.3% | -2.2% | -4.8% |
| 7D | +0.8% | +4.9% | -4.0% | -0.1% |
| 30D | -22.6% | -33.5% | +10.9% | -15.7% |
| 3M | -54.4% | -44.6% | -9.8% | -49.4% |
| 6M | -56.4% | -9.2% | -47.2% | -56.9% |
| YTD | -55.1% | +63.3% | -118.4% | -66.2% |
| 1Y | -46.9% | +45.3% | -92.2% | -58.7% |
| 3Y | +715.0% | +3.7% | +711.3% | +494.3% |
| All | +160.4% | -67.3% | +227.6% | +159.0% |
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