+55.7%
LLY vs ASTS
+37.2%
+18.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -2.1% | +7.3% | -9.5% | -2.1% |
| 30D | -1.6% | -8.9% | +7.3% | -1.7% |
| 3M | +2.3% | -41.9% | +44.2% | +2.0% |
| 6M | +14.9% | -40.6% | +55.5% | +14.6% |
| YTD | +7.5% | -14.2% | +21.7% | +7.9% |
| 1Y | +55.7% | +48.9% | +6.8% | +48.6% |
| All | +55.7% | +37.2% | +18.4% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 ASTS 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