+147.7%
ASTS vs AG
+18.5%
+129.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.2% | -12.0% | -14.2% |
| 7D | -29.9% | -2.9% | -27.0% | -29.3% |
| 30D | -52.2% | -15.1% | -37.0% | -49.7% |
| 3M | -55.8% | -15.4% | -40.5% | -53.6% |
| 6M | -52.7% | -21.9% | -30.8% | -49.4% |
| YTD | -58.4% | -10.4% | -48.0% | -57.3% |
| 1Y | -57.1% | +39.8% | -96.9% | -60.3% |
| 3Y | +629.5% | +209.5% | +419.9% | +450.8% |
| 5Y | +147.7% | +12.5% | +135.2% | +103.1% |
| All | +147.7% | +18.5% | +129.2% | +103.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling