+62.2%
ASTS vs AIG
-3.1%
+65.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.0% | +8.1% | +5.6% |
| 7D | +18.5% | -1.6% | +20.1% | +18.1% |
| 30D | -8.1% | -5.2% | -2.9% | -9.1% |
| 3M | -28.2% | +1.5% | -29.6% | -28.0% |
| 6M | -26.1% | -3.9% | -22.2% | -26.6% |
| YTD | -9.0% | -11.6% | +2.6% | -8.3% |
| 1Y | +62.2% | -2.9% | +65.1% | +57.0% |
| All | +62.2% | -3.1% | +65.3% | +57.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling