-51.0%
ASTS vs LEN
-27.0%
-23.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -5.4% | -3.3% | -6.9% |
| 7D | -9.3% | +0.7% | -10.0% | -9.4% |
| 30D | -33.9% | +13.0% | -46.9% | -37.3% |
| 3M | -51.0% | +1.9% | -52.9% | -51.9% |
| 6M | -55.1% | -0.7% | -54.4% | -55.3% |
| YTD | -53.6% | -13.8% | -39.8% | -55.3% |
| 1Y | -51.0% | -28.1% | -22.9% | -51.6% |
| All | -51.0% | -27.0% | -23.9% | -51.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling