+715.0%
ASTS vs AIG
+39.5%
+675.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -5.5% |
| 7D | +0.8% | +6.6% | -5.7% | +0.5% |
| 30D | -22.6% | +7.0% | -29.7% | -23.1% |
| 3M | -54.4% | +9.7% | -64.1% | -54.8% |
| 6M | -56.4% | +10.8% | -67.2% | -57.1% |
| YTD | -55.1% | -1.3% | -53.8% | -54.6% |
| 1Y | -46.9% | +8.4% | -55.3% | -48.5% |
| 3Y | +715.0% | +39.0% | +676.0% | +1,549.3% |
| All | +715.0% | +39.5% | +675.5% | +1,549.3% |
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