+48.9%
ASTS vs LYB
+25.6%
+23.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.4% |
| 7D | +7.3% | -0.2% | +7.6% | +7.4% |
| 30D | -8.9% | +8.7% | -17.6% | -9.4% |
| 3M | -41.9% | -3.0% | -38.9% | -41.0% |
| 6M | -40.6% | +4.7% | -45.3% | -42.9% |
| YTD | -14.2% | +51.6% | -65.8% | -28.7% |
| 1Y | +48.9% | +24.4% | +24.5% | +30.6% |
| All | +48.9% | +25.6% | +23.2% | +30.6% |
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