+277.6%
ASTS vs AIG
+83.6%
+194.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.4% | +11.7% | +13.6% |
| 7D | +1.5% | -3.4% | +4.9% | +2.2% |
| 30D | -27.6% | +3.4% | -31.0% | -28.2% |
| 3M | -48.7% | +1.7% | -50.5% | -49.1% |
| 6M | -50.8% | +5.7% | -56.5% | -51.8% |
| YTD | -49.2% | -5.1% | -44.1% | -49.2% |
| 1Y | -46.7% | +6.1% | -52.7% | -48.2% |
| 3Y | +793.2% | +35.5% | +757.8% | +720.7% |
| 5Y | +195.6% | +51.9% | +143.6% | +164.8% |
| All | +277.6% | +83.6% | +194.0% | +235.9% |
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