+209.1%
ASTS vs ACGL
+178.0%
+31.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.1% | -15.1% | -15.2% |
| 7D | -29.9% | +6.4% | -36.3% | -30.0% |
| 30D | -52.2% | +16.6% | -68.8% | -52.4% |
| 3M | -55.8% | +11.6% | -67.4% | -56.0% |
| 6M | -52.7% | +17.5% | -70.2% | -53.2% |
| YTD | -58.4% | +15.3% | -73.7% | -58.9% |
| 1Y | -57.1% | +26.3% | -83.4% | -58.0% |
| 3Y | +629.5% | +35.9% | +593.5% | +603.7% |
| 5Y | +147.7% | +168.2% | -20.4% | +112.3% |
| All | +209.1% | +178.0% | +31.1% | +163.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling