+244.8%
ASTS vs AGG
+4.1%
+240.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.7% | -7.9% | -8.2% |
| 7D | -9.3% | -0.1% | -9.3% | -9.3% |
| 30D | -33.9% | +1.4% | -35.3% | -34.5% |
| 3M | -51.0% | -0.7% | -50.3% | -50.8% |
| 6M | -55.1% | -1.7% | -53.5% | -54.6% |
| YTD | -53.6% | -1.1% | -52.6% | -53.2% |
| 1Y | -51.0% | -0.7% | -50.3% | -50.6% |
| 3Y | +681.7% | +14.2% | +667.5% | +635.5% |
| 5Y | +182.4% | -1.4% | +183.8% | +178.7% |
| All | +244.8% | +4.1% | +240.7% | +240.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling