+209.1%
ASTS vs FSLY
-24.8%
+233.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -26.9% | +11.7% | -10.2% |
| 7D | -29.9% | -40.0% | +10.1% | -22.9% |
| 30D | -52.2% | -39.7% | -12.4% | -47.8% |
| 3M | -55.8% | -40.9% | -14.9% | -52.5% |
| 6M | -52.7% | -52.5% | -0.2% | -48.1% |
| YTD | -58.4% | +51.1% | -109.5% | -66.7% |
| 1Y | -57.1% | +90.6% | -147.7% | -68.2% |
| 3Y | +629.5% | -12.4% | +641.9% | +488.4% |
| 5Y | +147.7% | -69.1% | +216.9% | +110.7% |
| All | +209.1% | -24.8% | +233.9% | +165.6% |
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