+425.9%
ASTS vs AGG
-1.7%
+427.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.4% |
| 7D | 0.0% | -0.2% | +0.2% | +0.2% |
| 30D | -9.2% | -0.2% | -9.0% | -9.0% |
| 3M | -29.6% | -0.7% | -28.9% | -29.2% |
| 6M | -30.5% | -1.8% | -28.7% | -29.5% |
| YTD | -14.1% | -0.6% | -13.5% | -13.5% |
| 1Y | +69.1% | +0.4% | +68.7% | +69.5% |
| 3Y | +1,525.5% | +13.2% | +1,512.4% | +1,410.0% |
| 5Y | +425.9% | -2.0% | +427.8% | +382.7% |
| All | +425.9% | -1.7% | +427.6% | +382.7% |
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