-46.9%
ASTS vs LYB
+57.8%
-104.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.9% | -6.4% | -5.5% |
| 7D | +0.8% | +6.1% | -5.3% | +0.9% |
| 30D | -22.6% | +5.3% | -28.0% | -22.4% |
| 3M | -54.4% | +4.3% | -58.7% | -54.1% |
| 6M | -56.4% | -10.8% | -45.6% | -55.1% |
| YTD | -55.1% | +53.8% | -108.9% | -60.3% |
| 1Y | -46.9% | +50.5% | -97.4% | -52.9% |
| All | -46.9% | +57.8% | -104.7% | -52.9% |
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