+230.9%
ASTS vs ILMN
-26.3%
+257.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.5% | +4.6% | +6.0% |
| 7D | -21.1% | -9.7% | -11.4% | -17.3% |
| 30D | -46.7% | -20.4% | -26.3% | -41.8% |
| 3M | -52.0% | +10.0% | -62.0% | -54.7% |
| 6M | -54.3% | +49.5% | -103.7% | -62.3% |
| YTD | -55.5% | +62.5% | -118.0% | -65.3% |
| 1Y | -50.5% | +76.0% | -126.5% | -62.5% |
| 3Y | +706.2% | +94.2% | +612.1% | +467.6% |
| 5Y | +165.2% | -46.3% | +211.5% | +178.9% |
| All | +230.9% | -26.3% | +257.2% | +250.4% |
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