+413.4%
ASTS vs LYFT
-70.7%
+484.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.3% |
| 7D | -3.6% | -13.1% | +9.5% | +1.2% |
| 30D | -16.4% | -14.4% | -2.0% | -12.0% |
| 3M | -31.4% | +12.2% | -43.6% | -34.2% |
| 6M | -31.6% | +13.4% | -44.9% | -35.0% |
| YTD | -17.5% | -22.5% | +4.9% | -11.4% |
| 1Y | +59.4% | -20.8% | +80.2% | +68.6% |
| 3Y | +1,460.2% | +38.8% | +1,421.3% | +1,167.6% |
| 5Y | +413.4% | -70.0% | +483.3% | +530.4% |
| All | +413.4% | -70.7% | +484.0% | +530.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling