+277.6%
ASTS vs AGI
+538.0%
-260.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.4% | +11.7% | +13.7% |
| 7D | +1.5% | +17.4% | -15.9% | -1.3% |
| 30D | -27.6% | -0.9% | -26.7% | -27.6% |
| 3M | -48.7% | -1.6% | -47.1% | -48.7% |
| 6M | -50.8% | -24.7% | -26.1% | -49.0% |
| YTD | -49.2% | -15.3% | -33.9% | -47.9% |
| 1Y | -46.7% | +5.5% | -52.2% | -46.3% |
| 3Y | +793.2% | +154.5% | +638.7% | +750.9% |
| 5Y | +195.6% | +310.6% | -115.0% | +173.7% |
| All | +277.6% | +538.0% | -260.4% | +253.0% |
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