+209.1%
ASTS vs LIN
+189.6%
+19.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.7% | -14.5% | -14.9% |
| 7D | -29.9% | +3.6% | -33.5% | -31.2% |
| 30D | -52.2% | +6.4% | -58.5% | -53.8% |
| 3M | -55.8% | +6.5% | -62.3% | -57.4% |
| 6M | -52.7% | +4.9% | -57.6% | -54.6% |
| YTD | -58.4% | +23.4% | -81.9% | -63.8% |
| 1Y | -57.1% | +26.3% | -83.4% | -63.1% |
| 3Y | +629.5% | +38.0% | +591.5% | +501.7% |
| 5Y | +147.7% | +68.0% | +79.8% | +79.0% |
| All | +209.1% | +189.6% | +19.5% | +111.1% |
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