+230.9%
ASTS vs AG
+46.4%
+184.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.8% | +5.2% | +6.7% |
| 7D | -21.1% | +6.3% | -27.4% | -22.2% |
| 30D | -46.7% | -8.9% | -37.7% | -45.6% |
| 3M | -52.0% | -12.2% | -39.8% | -50.6% |
| 6M | -54.3% | -28.3% | -26.0% | -51.2% |
| YTD | -55.5% | -8.8% | -46.7% | -54.5% |
| 1Y | -50.5% | +39.4% | -89.8% | -52.6% |
| 3Y | +706.2% | +229.4% | +476.8% | +575.7% |
| 5Y | +165.2% | +14.5% | +150.7% | +135.1% |
| All | +230.9% | +46.4% | +184.5% | +188.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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