-46.3%
ASTS vs LEN
-22.9%
-23.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +3.2% | +10.9% | +13.1% |
| 7D | +1.5% | +0.6% | +0.9% | +1.2% |
| 30D | -27.6% | +19.4% | -47.0% | -32.7% |
| 3M | -48.7% | +4.5% | -53.3% | -49.9% |
| 6M | -50.8% | +4.9% | -55.8% | -52.0% |
| YTD | -49.2% | -8.9% | -40.3% | -52.0% |
| All | -46.3% | -22.9% | -23.4% | -48.1% |
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 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