+1,505.9%
ASTS vs ILMN
+33.7%
+1,472.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +1.0% |
| 7D | +7.3% | +1.2% | +6.1% | +6.8% |
| 30D | -8.9% | +9.2% | -18.1% | -12.8% |
| 3M | -41.9% | +29.8% | -71.8% | -49.0% |
| 6M | -40.6% | +69.2% | -109.8% | -54.5% |
| YTD | -14.2% | +66.4% | -80.6% | -35.5% |
| 1Y | +48.9% | +123.4% | -74.5% | -5.7% |
| All | +1,505.9% | +33.7% | +1,472.2% | +1,269.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling