+233.7%
ASTS vs LYB
+8.6%
+225.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.9% | -6.4% | -5.7% |
| 7D | +0.8% | +6.1% | -5.3% | -0.6% |
| 30D | -22.6% | +5.3% | -28.0% | -23.7% |
| 3M | -54.4% | +4.3% | -58.7% | -55.0% |
| 6M | -56.4% | -10.8% | -45.6% | -55.6% |
| YTD | -55.1% | +53.8% | -108.9% | -61.0% |
| 1Y | -46.9% | +50.5% | -97.4% | -53.8% |
| 3Y | +715.0% | -16.4% | +731.4% | +706.6% |
| 5Y | +153.7% | -4.8% | +158.5% | +147.6% |
| All | +233.7% | +8.6% | +225.1% | +225.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling