+513.2%
ASTS vs LYB
+8.3%
+504.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | -3.6% | -0.7% | -2.9% | -3.4% |
| 30D | -16.4% | +1.5% | -17.9% | -16.7% |
| 3M | -31.4% | -0.3% | -31.1% | -31.7% |
| 6M | -31.6% | +0.1% | -31.6% | -32.8% |
| YTD | -17.5% | +53.4% | -71.0% | -28.1% |
| 1Y | +59.4% | +25.6% | +33.8% | +45.7% |
| 3Y | +1,460.2% | -21.3% | +1,481.4% | +1,467.9% |
| 5Y | +413.4% | -2.4% | +415.8% | +402.5% |
| All | +513.2% | +8.3% | +504.9% | +499.8% |
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