+230.9%
ASTS vs FSLY
-22.5%
+253.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.1% | +4.0% | +6.5% |
| 7D | -21.1% | -31.4% | +10.3% | -15.3% |
| 30D | -46.7% | -37.3% | -9.4% | -42.3% |
| 3M | -52.0% | -30.1% | -21.9% | -49.9% |
| 6M | -54.3% | -49.8% | -4.5% | -50.3% |
| YTD | -55.5% | +55.7% | -111.2% | -64.5% |
| 1Y | -50.5% | +44.5% | -95.0% | -59.9% |
| 3Y | +706.2% | -4.3% | +710.6% | +538.2% |
| 5Y | +165.2% | -68.2% | +233.4% | +124.3% |
| All | +230.9% | -22.5% | +253.4% | +182.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling