+230.9%
ASTS vs AGI
+523.1%
-292.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.4% | +4.6% | +6.7% |
| 7D | -21.1% | +16.0% | -37.0% | -23.2% |
| 30D | -46.7% | +1.0% | -47.6% | -46.9% |
| 3M | -52.0% | +2.5% | -54.5% | -52.2% |
| 6M | -54.3% | -24.0% | -30.2% | -52.5% |
| YTD | -55.5% | -17.2% | -38.2% | -54.2% |
| 1Y | -50.5% | +4.9% | -55.4% | -50.0% |
| 3Y | +706.2% | +142.6% | +563.7% | +671.4% |
| 5Y | +165.2% | +315.2% | -150.0% | +146.6% |
| All | +230.9% | +523.1% | -292.2% | +210.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling