+1,505.9%
ASTS vs AG
+260.2%
+1,245.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.0% |
| 7D | +7.3% | +1.0% | +6.3% | +7.1% |
| 30D | -8.9% | +19.2% | -28.1% | -14.4% |
| 3M | -41.9% | +6.2% | -48.1% | -43.3% |
| 6M | -40.6% | -26.7% | -13.9% | -35.7% |
| YTD | -14.2% | +26.1% | -40.3% | -21.7% |
| 1Y | +48.9% | +131.7% | -82.8% | +15.1% |
| All | +1,505.9% | +260.2% | +1,245.7% | +972.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling