+264.6%
ASTS vs LIN
+191.6%
+73.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.6% | -6.7% | -5.4% |
| 7D | -15.8% | +3.3% | -19.1% | -17.3% |
| 30D | -39.0% | +8.8% | -47.8% | -41.8% |
| 3M | -49.3% | +8.6% | -58.0% | -51.7% |
| 6M | -47.9% | +7.0% | -55.0% | -50.6% |
| YTD | -51.0% | +24.3% | -75.2% | -57.4% |
| 1Y | -49.2% | +27.3% | -76.4% | -56.5% |
| 3Y | +760.4% | +38.9% | +721.5% | +606.9% |
| 5Y | +185.6% | +69.4% | +116.3% | +105.6% |
| All | +264.6% | +191.6% | +73.0% | +148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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