+425.9%
ASTS vs LYB
-0.7%
+426.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.5% |
| 7D | 0.0% | -3.1% | +3.1% | +1.4% |
| 30D | -9.2% | +4.0% | -13.3% | -10.8% |
| 3M | -29.6% | +2.4% | -32.0% | -31.2% |
| 6M | -30.5% | -1.4% | -29.0% | -33.1% |
| YTD | -14.1% | +53.9% | -68.0% | -37.3% |
| 1Y | +69.1% | +26.1% | +43.0% | +37.5% |
| 3Y | +1,525.5% | -21.0% | +1,546.6% | +1,630.6% |
| 5Y | +425.9% | -0.7% | +426.6% | +384.9% |
| All | +425.9% | -0.7% | +426.6% | +384.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling