+56.0%
ASTS vs LYFT
-19.5%
+75.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.9% |
| 7D | -3.9% | -8.4% | +4.4% | -0.5% |
| 30D | -19.4% | -7.6% | -11.8% | -17.1% |
| 3M | -38.6% | +11.7% | -50.4% | -41.6% |
| 6M | -32.1% | +15.1% | -47.2% | -37.1% |
| YTD | -17.6% | -20.9% | +3.3% | -14.0% |
| 1Y | +56.0% | -16.4% | +72.4% | +66.7% |
| All | +56.0% | -19.5% | +75.5% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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