+463.9%
LLY vs ASTS
+213.2%
+250.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +14.1% | -9.8% | +4.0% |
| 7D | +0.1% | +1.5% | -1.5% | 0.0% |
| 30D | +19.7% | -27.6% | +47.3% | +20.2% |
| 3M | +19.3% | -48.7% | +68.0% | +20.3% |
| 6M | +49.3% | -50.8% | +100.2% | +50.5% |
| YTD | +32.0% | -49.2% | +81.2% | +32.2% |
| 1Y | +53.7% | -46.7% | +100.4% | +53.4% |
| 3Y | +143.7% | +793.2% | -649.5% | +133.3% |
| 5Y | +463.9% | +195.6% | +268.3% | +415.6% |
| All | +463.9% | +213.2% | +250.7% | +415.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling