+277.6%
ASTS vs LEN
+75.0%
+202.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +3.2% | +10.9% | +13.2% |
| 7D | +1.5% | +0.6% | +0.9% | +1.2% |
| 30D | -27.6% | +19.4% | -47.0% | -31.7% |
| 3M | -48.7% | +4.5% | -53.3% | -49.8% |
| 6M | -50.8% | +4.9% | -55.8% | -52.0% |
| YTD | -49.2% | -8.9% | -40.3% | -48.7% |
| 1Y | -46.7% | -23.0% | -23.7% | -43.8% |
| 3Y | +793.2% | -16.7% | +809.9% | +807.0% |
| 5Y | +195.6% | -4.5% | +200.0% | +176.1% |
| All | +277.6% | +75.0% | +202.6% | +248.0% |
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