+537.8%
ASTS vs ILMN
-24.5%
+562.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +0.9% |
| 7D | +7.3% | +1.2% | +6.1% | +6.9% |
| 30D | -8.9% | +9.2% | -18.1% | -12.4% |
| 3M | -41.9% | +29.8% | -71.8% | -48.2% |
| 6M | -40.6% | +69.2% | -109.8% | -52.9% |
| YTD | -14.2% | +66.4% | -80.6% | -32.7% |
| 1Y | +48.9% | +123.4% | -74.5% | +1.8% |
| 3Y | +1,461.7% | +33.2% | +1,428.5% | +1,186.1% |
| 5Y | +404.1% | -52.0% | +456.1% | +443.2% |
| All | +537.8% | -24.5% | +562.3% | +579.0% |
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