+1,539.7%
ASTS vs LNG
+86.5%
+1,453.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +7.3% | +3.4% | +3.9% | +6.6% |
| 30D | -8.9% | +14.9% | -23.7% | -11.8% |
| 3M | -41.9% | +21.4% | -63.3% | -45.1% |
| 6M | -40.6% | +17.8% | -58.4% | -44.6% |
| YTD | -14.2% | +51.3% | -65.5% | -27.7% |
| 1Y | +48.9% | +24.4% | +24.4% | +35.3% |
| All | +1,539.7% | +86.5% | +1,453.3% | +1,244.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling