+38.4%
LLY vs ASTS
-56.1%
+94.6%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -15.2% | +11.5% | -3.5% |
| 7D | -0.7% | -29.9% | +29.2% | -0.3% |
| 30D | +17.9% | -52.2% | +70.1% | +18.9% |
| 3M | +16.8% | -55.8% | +72.7% | +17.8% |
| 6M | +38.4% | -52.7% | +91.2% | +40.6% |
| All | +38.4% | -56.1% | +94.6% | +40.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling