+431.2%
ASTS vs AIG
+54.7%
+376.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.7% |
| 7D | +7.3% | -0.9% | +8.3% | +7.8% |
| 30D | -8.9% | -4.9% | -4.0% | -6.8% |
| 3M | -41.9% | +4.5% | -46.4% | -43.9% |
| 6M | -40.6% | -1.4% | -39.2% | -41.0% |
| YTD | -14.2% | -9.8% | -4.4% | -11.4% |
| 1Y | +48.9% | -4.5% | +53.4% | +47.5% |
| 3Y | +1,461.7% | +37.4% | +1,424.2% | +1,084.1% |
| All | +431.2% | +54.7% | +376.5% | +253.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling