+537.8%
ASTS vs LYFT
-59.9%
+597.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +1.1% |
| 7D | +7.3% | -5.5% | +12.9% | +9.0% |
| 30D | -8.9% | +1.5% | -10.3% | -9.4% |
| 3M | -41.9% | +18.4% | -60.3% | -44.4% |
| 6M | -40.6% | +20.8% | -61.4% | -43.7% |
| YTD | -14.2% | -13.7% | -0.5% | -11.9% |
| 1Y | +48.9% | -0.4% | +49.3% | +46.4% |
| 3Y | +1,461.7% | +35.5% | +1,426.2% | +1,268.8% |
| 5Y | +404.1% | -65.3% | +469.4% | +390.3% |
| All | +537.8% | -59.9% | +597.7% | +518.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling