+706.2%
ASTS vs AG
+219.8%
+486.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.8% | +5.2% | +6.3% |
| 7D | -21.1% | +6.3% | -27.4% | -23.1% |
| 30D | -46.7% | -8.9% | -37.7% | -44.7% |
| 3M | -52.0% | -12.2% | -39.8% | -49.7% |
| 6M | -54.3% | -28.3% | -26.0% | -48.9% |
| YTD | -55.5% | -8.8% | -46.7% | -54.6% |
| 1Y | -50.5% | +39.4% | -89.8% | -55.6% |
| 3Y | +706.2% | +229.4% | +476.8% | +500.6% |
| All | +706.2% | +219.8% | +486.5% | +500.6% |
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