+537.8%
ASTS vs LYB
+7.0%
+530.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.7% |
| 7D | +7.3% | -0.2% | +7.6% | +7.4% |
| 30D | -8.9% | +8.7% | -17.6% | -10.8% |
| 3M | -41.9% | -3.0% | -38.9% | -41.7% |
| 6M | -40.6% | +4.7% | -45.3% | -42.6% |
| YTD | -14.2% | +51.6% | -65.8% | -25.0% |
| 1Y | +48.9% | +24.4% | +24.5% | +36.4% |
| 3Y | +1,461.7% | -23.5% | +1,485.1% | +1,478.5% |
| 5Y | +404.1% | -6.5% | +410.6% | +395.2% |
| All | +537.8% | +7.0% | +530.7% | +525.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling