+253.1%
ASTS vs AGI
+462.8%
-209.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.2% | -1.6% | -5.1% |
| 7D | +14.2% | -7.5% | +21.7% | +15.9% |
| 30D | -26.7% | -9.9% | -16.8% | -25.5% |
| 3M | -53.6% | -14.2% | -39.4% | -52.4% |
| 6M | -52.7% | -35.2% | -17.5% | -49.7% |
| YTD | -52.5% | -25.2% | -27.3% | -50.3% |
| 1Y | -46.5% | -14.3% | -32.2% | -44.5% |
| 3Y | +700.5% | +127.7% | +572.8% | +678.6% |
| 5Y | +168.5% | +243.4% | -75.0% | +153.5% |
| All | +253.1% | +462.8% | -209.7% | +237.3% |
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