+537.8%
ASTS vs LNG
+400.8%
+136.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +7.3% | +3.4% | +3.9% | +6.7% |
| 30D | -8.9% | +14.9% | -23.7% | -11.5% |
| 3M | -41.9% | +21.4% | -63.3% | -44.5% |
| 6M | -40.6% | +17.8% | -58.4% | -43.3% |
| YTD | -14.2% | +51.3% | -65.5% | -22.6% |
| 1Y | +48.9% | +24.4% | +24.4% | +40.0% |
| 3Y | +1,461.7% | +79.7% | +1,382.0% | +1,257.8% |
| 5Y | +404.1% | +241.3% | +162.8% | +303.8% |
| All | +537.8% | +400.8% | +136.9% | +412.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling