+576.8%
ASTS vs LNG
+373.4%
+203.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -5.5% | +11.6% | +7.1% |
| 7D | +18.5% | -6.2% | +24.7% | +19.8% |
| 30D | -8.1% | +8.0% | -16.1% | -9.7% |
| 3M | -28.2% | +16.9% | -45.1% | -31.0% |
| 6M | -26.1% | +8.7% | -34.8% | -28.4% |
| YTD | -9.0% | +43.0% | -52.0% | -17.1% |
| 1Y | +62.2% | +19.4% | +42.7% | +53.4% |
| 3Y | +1,621.9% | +74.7% | +1,547.2% | +1,403.4% |
| 5Y | +457.0% | +222.4% | +234.6% | +350.4% |
| All | +576.8% | +373.4% | +203.3% | +448.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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