+762.5%
ASTS vs LNG
+86.1%
+676.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.6% | -7.4% | -6.2% |
| 7D | +14.2% | +10.9% | +3.3% | +11.3% |
| 30D | -26.7% | +8.1% | -34.8% | -27.7% |
| 3M | -53.6% | +15.7% | -69.3% | -55.1% |
| 6M | -52.7% | +27.2% | -80.0% | -55.9% |
| YTD | -52.5% | +60.7% | -113.2% | -61.2% |
| 1Y | -46.5% | +46.3% | -92.8% | -54.5% |
| All | +762.5% | +86.1% | +676.4% | +557.9% |
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