+576.8%
ASTS vs AGI
+612.8%
-36.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.4% | +7.5% | +6.3% |
| 7D | +18.5% | +4.4% | +14.1% | +17.7% |
| 30D | -8.1% | +10.0% | -18.0% | -9.5% |
| 3M | -28.2% | +1.7% | -29.9% | -28.5% |
| 6M | -26.1% | -26.8% | +0.7% | -23.3% |
| YTD | -9.0% | -5.3% | -3.6% | -8.2% |
| 1Y | +62.2% | +11.5% | +50.7% | +61.5% |
| 3Y | +1,621.9% | +212.9% | +1,409.0% | +1,508.0% |
| 5Y | +457.0% | +388.8% | +68.3% | +408.4% |
| All | +576.8% | +612.8% | -36.1% | +522.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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