+160.4%
ASTS vs AIG
+59.1%
+101.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -5.7% |
| 7D | +0.8% | +6.6% | -5.7% | -2.0% |
| 30D | -22.6% | +7.0% | -29.7% | -25.4% |
| 3M | -54.4% | +9.7% | -64.1% | -56.7% |
| 6M | -56.4% | +10.8% | -67.2% | -59.3% |
| YTD | -55.1% | -1.3% | -53.8% | -55.9% |
| 1Y | -46.9% | +8.4% | -55.3% | -51.0% |
| 3Y | +715.0% | +39.0% | +676.0% | +517.5% |
| All | +160.4% | +59.1% | +101.3% | +71.5% |
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