+233.7%
ASTS vs ILMN
-28.4%
+262.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.3% | -5.0% |
| 7D | +0.8% | -2.9% | +3.7% | +2.3% |
| 30D | -22.6% | -23.8% | +1.2% | -13.6% |
| 3M | -54.4% | +7.5% | -61.9% | -56.4% |
| 6M | -56.4% | +42.8% | -99.2% | -63.3% |
| YTD | -55.1% | +57.8% | -112.9% | -64.5% |
| 1Y | -46.9% | +72.6% | -119.5% | -59.4% |
| 3Y | +715.0% | +129.3% | +585.7% | +442.6% |
| 5Y | +153.7% | -44.5% | +198.2% | +168.2% |
| All | +233.7% | -28.4% | +262.1% | +258.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 10y: compounded portfolio wealth divided by compounded ILMN 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…
10y analysis · Full analysis span regression · 6 months rolling