-49.2%
ASTS vs LYB
+47.4%
-96.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.7% | +0.6% | -4.1% |
| 7D | -15.8% | -6.2% | -9.6% | -15.8% |
| 30D | -39.0% | +6.3% | -45.4% | -39.0% |
| 3M | -49.3% | +4.1% | -53.4% | -49.1% |
| 6M | -47.9% | -15.5% | -32.5% | -46.3% |
| YTD | -51.0% | +50.2% | -101.2% | -57.0% |
| 1Y | -49.2% | +50.6% | -99.8% | -57.1% |
| All | -49.2% | +47.4% | -96.6% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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