+233.7%
ASTS vs ACGL
+175.6%
+58.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.8% | -5.5% |
| 7D | +0.8% | +2.2% | -1.3% | +0.8% |
| 30D | -22.6% | +12.3% | -34.9% | -23.0% |
| 3M | -54.4% | +11.8% | -66.2% | -54.6% |
| 6M | -56.4% | +17.5% | -73.9% | -56.9% |
| YTD | -55.1% | +14.3% | -69.4% | -55.6% |
| 1Y | -46.9% | +18.2% | -65.1% | -47.7% |
| 3Y | +715.0% | +33.2% | +681.8% | +688.0% |
| 5Y | +153.7% | +174.3% | -20.6% | +117.0% |
| All | +233.7% | +175.6% | +58.0% | +184.7% |
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