+244.8%
ASTS vs LEN
+65.6%
+179.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -5.4% | -3.3% | -7.2% |
| 7D | -9.3% | +0.7% | -10.0% | -9.5% |
| 30D | -33.9% | +13.0% | -46.9% | -36.6% |
| 3M | -51.0% | +1.9% | -52.9% | -51.7% |
| 6M | -55.1% | -0.7% | -54.4% | -55.5% |
| YTD | -53.6% | -13.8% | -39.8% | -52.3% |
| 1Y | -51.0% | -28.1% | -22.9% | -47.3% |
| 3Y | +681.7% | -22.8% | +704.5% | +711.4% |
| 5Y | +182.4% | -7.4% | +189.8% | +167.7% |
| All | +244.8% | +65.6% | +179.3% | +223.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 10y: compounded portfolio wealth divided by compounded LEN 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…
10y analysis · Full analysis span regression · 6 months rolling