+513.2%
ASTS vs LUMN
-32.5%
+545.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -3.6% | -1.4% | -2.1% | -3.4% |
| 30D | -16.4% | +6.7% | -23.1% | -17.4% |
| 3M | -31.4% | -17.6% | -13.8% | -29.2% |
| 6M | -31.6% | +1.6% | -33.2% | -31.6% |
| YTD | -17.5% | -12.4% | -5.2% | -16.1% |
| 1Y | +59.4% | +10.9% | +48.5% | +54.3% |
| 3Y | +1,460.2% | +379.6% | +1,080.6% | +949.4% |
| 5Y | +413.4% | -38.0% | +451.4% | +344.3% |
| All | +513.2% | -32.5% | +545.7% | +439.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling