+42.2%
LLY vs ASTS
-49.1%
+91.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.5% | +6.8% | +1.3% |
| 7D | +6.7% | +0.8% | +5.9% | +6.7% |
| 30D | +19.6% | -22.6% | +42.2% | +19.3% |
| 3M | +19.7% | -54.4% | +74.1% | +19.0% |
| 6M | +42.7% | -56.4% | +99.2% | +43.1% |
| YTD | +35.1% | -55.1% | +90.2% | +35.2% |
| 1Y | +42.2% | -46.9% | +89.1% | +42.1% |
| All | +42.2% | -49.1% | +91.3% | +42.1% |
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