+230.9%
ASTS vs ACGL
+169.8%
+61.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.0% | +10.0% | +7.1% |
| 7D | -21.1% | +0.9% | -22.0% | -21.1% |
| 30D | -46.7% | +13.7% | -60.4% | -47.0% |
| 3M | -52.0% | +8.0% | -60.1% | -52.2% |
| 6M | -54.3% | +13.3% | -67.5% | -54.6% |
| YTD | -55.5% | +11.8% | -67.3% | -55.9% |
| 1Y | -50.5% | +22.2% | -72.7% | -51.4% |
| 3Y | +706.2% | +32.5% | +673.8% | +677.6% |
| 5Y | +165.2% | +160.2% | +5.0% | +127.5% |
| All | +230.9% | +169.8% | +61.1% | +182.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling