+277.6%
ASTS vs ILMN
-23.7%
+301.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +3.6% | +10.5% | +12.6% |
| 7D | +1.5% | -2.6% | +4.1% | +3.2% |
| 30D | -27.6% | -20.6% | -7.0% | -20.6% |
| 3M | -48.7% | +17.5% | -66.2% | -52.8% |
| 6M | -50.8% | +55.6% | -106.5% | -60.2% |
| YTD | -49.2% | +68.3% | -117.5% | -60.9% |
| 1Y | -46.7% | +81.1% | -127.8% | -60.0% |
| 3Y | +793.2% | +112.2% | +681.1% | +508.9% |
| 5Y | +195.6% | -42.6% | +238.2% | +205.3% |
| All | +277.6% | -23.7% | +301.2% | +294.6% |
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