+230.9%
ASTS vs LNG
+376.7%
-145.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.6% | +7.6% | +7.2% |
| 7D | -21.1% | -15.9% | -5.2% | -18.3% |
| 30D | -46.7% | +2.1% | -48.8% | -46.8% |
| 3M | -52.0% | +4.8% | -56.8% | -52.5% |
| 6M | -54.3% | +6.8% | -61.1% | -55.1% |
| YTD | -55.5% | +44.0% | -99.5% | -59.4% |
| 1Y | -50.5% | +34.9% | -85.4% | -54.3% |
| 3Y | +706.2% | +67.3% | +638.9% | +612.0% |
| 5Y | +165.2% | +170.1% | -4.9% | +118.4% |
| All | +230.9% | +376.7% | -145.8% | +168.3% |
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 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