+706.2%
ASTS vs AIG
+30.9%
+675.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.9% | +11.0% | +7.3% |
| 7D | -21.1% | -5.1% | -16.0% | -20.9% |
| 30D | -46.7% | +2.8% | -49.5% | -47.0% |
| 3M | -52.0% | -2.1% | -49.9% | -52.0% |
| 6M | -54.3% | +1.4% | -55.7% | -54.5% |
| YTD | -55.5% | -7.4% | -48.1% | -54.8% |
| 1Y | -50.5% | +4.4% | -54.9% | -52.3% |
| 3Y | +706.2% | +30.0% | +676.2% | +1,205.1% |
| All | +706.2% | +30.9% | +675.4% | +1,205.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling