-53.9%
ASTS vs LYFT
+19.7%
-73.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.9% | -1.9% | -5.1% |
| 7D | +14.2% | -6.9% | +21.1% | +15.7% |
| 30D | -26.7% | +1.4% | -28.1% | -26.9% |
| 3M | -53.6% | +0.2% | -53.8% | -53.7% |
| All | -53.9% | +19.7% | -73.6% | -55.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling