+230.9%
ASTS vs LEN
+69.5%
+161.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.1% | +10.2% | +7.9% |
| 7D | -21.1% | +2.1% | -23.2% | -21.9% |
| 30D | -46.7% | +16.6% | -63.3% | -49.4% |
| 3M | -52.0% | +5.3% | -57.3% | -53.2% |
| 6M | -54.3% | -0.8% | -53.5% | -54.7% |
| YTD | -55.5% | -11.7% | -43.7% | -54.7% |
| 1Y | -50.5% | -24.6% | -25.9% | -47.5% |
| 3Y | +706.2% | -18.7% | +724.9% | +723.4% |
| 5Y | +165.2% | -4.4% | +169.6% | +149.2% |
| All | +230.9% | +69.5% | +161.4% | +207.4% |
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