+209.1%
ASTS vs ILMN
-28.1%
+237.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -8.2% | -7.0% | -11.9% |
| 7D | -29.9% | -28.3% | -1.6% | -20.0% |
| 30D | -52.2% | -24.0% | -28.2% | -46.8% |
| 3M | -55.8% | +4.1% | -59.9% | -57.4% |
| 6M | -52.7% | +49.6% | -102.3% | -61.1% |
| YTD | -58.4% | +58.6% | -117.0% | -67.3% |
| 1Y | -57.1% | +69.9% | -127.0% | -67.0% |
| 3Y | +629.5% | +82.9% | +546.6% | +425.7% |
| 5Y | +147.7% | -47.6% | +195.4% | +163.0% |
| All | +209.1% | -28.1% | +237.2% | +230.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling