+174.0%
ASTS vs ACGL
+159.2%
+14.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.0% | +10.0% | +7.0% |
| 7D | -21.1% | +0.9% | -22.0% | -21.1% |
| 30D | -46.7% | +13.7% | -60.4% | -46.7% |
| 3M | -52.0% | +8.0% | -60.1% | -52.0% |
| 6M | -54.3% | +13.3% | -67.5% | -54.5% |
| YTD | -55.5% | +11.8% | -67.3% | -55.8% |
| 1Y | -50.5% | +22.2% | -72.7% | -51.6% |
| 3Y | +706.2% | +32.5% | +673.8% | +662.2% |
| All | +174.0% | +159.2% | +14.7% | +66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling