+653.1%
ASTS vs AG
+214.1%
+439.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.2% | -12.0% | -14.0% |
| 7D | -29.9% | -2.9% | -27.0% | -29.2% |
| 30D | -52.2% | -15.1% | -37.0% | -49.1% |
| 3M | -55.8% | -15.4% | -40.5% | -53.1% |
| 6M | -52.7% | -21.9% | -30.8% | -48.7% |
| YTD | -58.4% | -10.4% | -48.0% | -57.4% |
| 1Y | -57.1% | +39.8% | -96.9% | -61.5% |
| All | +653.1% | +214.1% | +439.0% | +464.8% |
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