+1,440.1%
ASTS vs LYFT
+36.7%
+1,403.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.4% |
| 7D | -3.6% | -13.1% | +9.5% | +2.1% |
| 30D | -16.4% | -14.4% | -2.0% | -11.2% |
| 3M | -31.4% | +12.2% | -43.6% | -34.8% |
| 6M | -31.6% | +13.4% | -44.9% | -35.8% |
| YTD | -17.5% | -22.5% | +4.9% | -10.4% |
| 1Y | +59.4% | -20.8% | +80.2% | +69.4% |
| All | +1,440.1% | +36.7% | +1,403.4% | +1,023.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling