+159.1%
ASTS vs AGG
-1.4%
+160.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.1% | +7.1% | +7.1% |
| 7D | -21.1% | +0.2% | -21.3% | -21.2% |
| 30D | -46.7% | +2.4% | -49.1% | -47.8% |
| 3M | -52.0% | -0.2% | -51.8% | -51.9% |
| 6M | -54.3% | -1.0% | -53.3% | -53.8% |
| YTD | -55.5% | -0.4% | -55.1% | -55.2% |
| 1Y | -50.5% | -0.1% | -50.4% | -50.3% |
| 3Y | +706.2% | +15.3% | +691.0% | +637.7% |
| All | +159.1% | -1.4% | +160.5% | +174.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling