+62.2%
ASTS vs LNG
+18.2%
+44.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -5.5% | +11.6% | +4.6% |
| 7D | +18.5% | -6.2% | +24.7% | +16.6% |
| 30D | -8.1% | +8.0% | -16.1% | -6.5% |
| 3M | -28.2% | +16.9% | -45.1% | -26.9% |
| 6M | -26.1% | +8.7% | -34.8% | -27.7% |
| YTD | -9.0% | +43.0% | -52.0% | -14.8% |
| 1Y | +62.2% | +19.4% | +42.7% | +41.3% |
| All | +62.2% | +18.2% | +44.0% | +41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling