+576.8%
ASTS vs AIG
+71.1%
+505.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.0% | +8.1% | +6.5% |
| 7D | +18.5% | -1.6% | +20.1% | +18.9% |
| 30D | -8.1% | -5.2% | -2.9% | -7.1% |
| 3M | -28.2% | +1.5% | -29.6% | -28.7% |
| 6M | -26.1% | -3.9% | -22.2% | -25.9% |
| YTD | -9.0% | -11.6% | +2.6% | -7.3% |
| 1Y | +62.2% | -2.9% | +65.1% | +61.1% |
| 3Y | +1,621.9% | +33.7% | +1,588.1% | +1,491.6% |
| 5Y | +457.0% | +52.7% | +404.4% | +405.3% |
| All | +576.8% | +71.1% | +505.7% | +512.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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