+160.4%
ASTS vs AGNC
+3.9%
+156.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -5.9% |
| 7D | +0.8% | -6.3% | +7.1% | +7.4% |
| 30D | -22.6% | -3.1% | -19.5% | -20.7% |
| 3M | -54.4% | -22.1% | -32.4% | -42.2% |
| 6M | -56.4% | -16.9% | -39.5% | -48.4% |
| YTD | -55.1% | -13.9% | -41.2% | -47.7% |
| 1Y | -46.9% | -6.9% | -40.1% | -42.3% |
| 3Y | +715.0% | +50.9% | +664.1% | +488.1% |
| All | +160.4% | +3.9% | +156.5% | +218.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 5y: compounded portfolio wealth divided by compounded AGNC 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…
5y analysis · Full analysis span regression · 6 months rolling