-49.2%
ASTS vs AGG
-0.5%
-48.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -5.9% |
| 7D | -15.8% | +0.5% | -16.3% | -17.4% |
| 30D | -39.0% | +2.4% | -41.4% | -45.1% |
| 3M | -49.3% | -1.0% | -48.4% | -46.6% |
| 6M | -47.9% | -0.9% | -47.0% | -44.4% |
| YTD | -51.0% | -0.9% | -50.1% | -47.7% |
| 1Y | -49.2% | -0.5% | -48.7% | -47.9% |
| All | -49.2% | -0.5% | -48.6% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 1y: compounded portfolio wealth divided by compounded AGG 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…
1y analysis · Full analysis span regression · 6 months rolling