+253.1%
ASTS vs AGG
+3.7%
+249.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.6% | -5.1% | -5.4% |
| 7D | +14.2% | -1.4% | +15.7% | +15.3% |
| 30D | -26.7% | +0.9% | -27.6% | -27.1% |
| 3M | -53.6% | -1.2% | -52.3% | -53.2% |
| 6M | -52.7% | -1.4% | -51.3% | -52.2% |
| YTD | -52.5% | -1.4% | -51.1% | -52.0% |
| 1Y | -46.5% | -1.3% | -45.2% | -45.9% |
| 3Y | +700.5% | +13.8% | +686.7% | +654.7% |
| 5Y | +168.5% | -1.6% | +170.0% | +165.4% |
| All | +253.1% | +3.7% | +249.4% | +249.3% |
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