+274.8%
ASTS vs AIG
+91.0%
+183.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.6% | +8.1% | +8.6% |
| 7D | +2.8% | +1.4% | +1.4% | +2.5% |
| 30D | -28.8% | +6.6% | -35.5% | -29.9% |
| 3M | -48.9% | +7.9% | -56.8% | -49.8% |
| 6M | -55.6% | +10.4% | -66.0% | -56.9% |
| YTD | -49.6% | -1.3% | -48.3% | -50.0% |
| 1Y | -46.1% | +11.5% | -57.5% | -48.1% |
| 3Y | +749.7% | +38.8% | +710.9% | +676.7% |
| 5Y | +193.2% | +57.8% | +135.4% | +160.4% |
| All | +274.8% | +91.0% | +183.8% | +230.6% |
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