-50.5%
ASTS vs ILMN
+74.0%
-124.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.5% | +4.6% | +6.2% |
| 7D | -21.1% | -9.7% | -11.4% | -18.1% |
| 30D | -46.7% | -20.4% | -26.3% | -43.0% |
| 3M | -52.0% | +10.0% | -62.0% | -53.9% |
| 6M | -54.3% | +49.5% | -103.7% | -60.5% |
| YTD | -55.5% | +62.5% | -118.0% | -69.9% |
| 1Y | -50.5% | +76.0% | -126.5% | -68.8% |
| All | -50.5% | +74.0% | -124.5% | -68.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling