-49.2%
ASTS vs LUMN
-59.3%
+10.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.9% | +1.8% | -1.3% |
| 7D | -15.8% | -6.9% | -8.9% | -12.9% |
| 30D | -39.0% | -20.5% | -18.6% | -31.9% |
| 3M | -49.3% | -33.4% | -16.0% | -39.3% |
| 6M | -47.9% | -52.1% | +4.1% | -28.1% |
| YTD | -51.0% | -42.5% | -8.5% | -38.1% |
| 1Y | -49.2% | -57.6% | +8.4% | -31.8% |
| All | -49.2% | -59.3% | +10.1% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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