+399.7%
ASTS vs LUMN
-37.8%
+437.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.5% |
| 7D | -3.9% | +2.5% | -6.4% | -4.5% |
| 30D | -19.4% | +10.3% | -29.8% | -21.1% |
| 3M | -38.6% | -18.3% | -20.4% | -36.3% |
| 6M | -32.1% | +4.4% | -36.5% | -32.6% |
| YTD | -17.6% | -10.7% | -6.9% | -16.4% |
| 1Y | +56.0% | +14.0% | +42.0% | +48.9% |
| 3Y | +1,438.8% | +406.6% | +1,032.2% | +787.8% |
| All | +399.7% | -37.8% | +437.5% | +518.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling