+1,217.7%
LLY vs ASTS
+209.1%
+1,008.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -15.2% | +11.5% | -3.5% |
| 7D | -0.7% | -29.9% | +29.2% | -0.2% |
| 30D | +17.9% | -52.2% | +70.1% | +19.1% |
| 3M | +16.8% | -55.8% | +72.7% | +18.1% |
| 6M | +38.4% | -52.7% | +91.2% | +39.4% |
| YTD | +27.6% | -58.4% | +86.0% | +28.2% |
| 1Y | +48.3% | -57.1% | +105.4% | +48.6% |
| 3Y | +145.4% | +629.5% | -484.1% | +136.8% |
| 5Y | +438.9% | +147.7% | +291.2% | +416.9% |
| All | +1,217.7% | +209.1% | +1,008.6% | +1,041.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling