+56.0%
ASTS vs LYB
+24.5%
+31.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | 0.0% |
| 7D | -3.9% | +0.3% | -4.2% | -3.9% |
| 30D | -19.4% | +2.5% | -21.9% | -19.5% |
| 3M | -38.6% | +1.4% | -40.0% | -38.1% |
| 6M | -32.1% | -3.5% | -28.7% | -32.6% |
| YTD | -17.6% | +52.0% | -69.6% | -30.9% |
| 1Y | +56.0% | +22.1% | +34.0% | +40.8% |
| All | +56.0% | +24.5% | +31.5% | +40.8% |
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 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