+537.8%
ASTS vs LEN
+58.6%
+479.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | +7.3% | -3.2% | +10.5% | +8.4% |
| 30D | -8.9% | -4.9% | -4.0% | -7.6% |
| 3M | -41.9% | -8.5% | -33.4% | -40.6% |
| 6M | -40.6% | -20.7% | -19.9% | -36.7% |
| YTD | -14.2% | -17.4% | +3.2% | -10.1% |
| 1Y | +48.9% | -38.2% | +87.1% | +67.8% |
| 3Y | +1,461.7% | -24.9% | +1,486.5% | +1,546.1% |
| 5Y | +404.1% | -11.4% | +415.6% | +387.1% |
| All | +537.8% | +58.6% | +479.1% | +509.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling