-40.6%
ASTS vs AG
-27.7%
-12.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.4% |
| 7D | +7.3% | +1.0% | +6.3% | +6.9% |
| 30D | -8.9% | +19.2% | -28.1% | -17.2% |
| 3M | -41.9% | +6.2% | -48.1% | -44.8% |
| 6M | -40.6% | -26.7% | -13.9% | -36.9% |
| All | -40.6% | -27.7% | -12.9% | -36.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling