+537.8%
ASTS vs AGG
+4.9%
+532.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +7.3% | -0.2% | +7.5% | +7.5% |
| 30D | -8.9% | -0.4% | -8.5% | -8.7% |
| 3M | -41.9% | -0.7% | -41.3% | -41.6% |
| 6M | -40.6% | -1.5% | -39.1% | -40.0% |
| YTD | -14.2% | -0.3% | -14.0% | -13.9% |
| 1Y | +48.9% | +1.3% | +47.5% | +48.5% |
| 3Y | +1,461.7% | +13.2% | +1,448.4% | +1,373.6% |
| 5Y | +404.1% | -1.4% | +405.6% | +395.5% |
| All | +537.8% | +4.9% | +532.8% | +526.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling