+512.7%
ASTS vs AJG
+184.8%
+327.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | -3.9% | -8.3% | +4.3% | -2.0% |
| 30D | -19.4% | -5.7% | -13.8% | -18.5% |
| 3M | -38.6% | +9.1% | -47.7% | -41.1% |
| 6M | -32.1% | +15.2% | -47.4% | -36.3% |
| YTD | -17.6% | -6.3% | -11.3% | -17.3% |
| 1Y | +56.0% | -19.1% | +75.1% | +63.7% |
| 3Y | +1,438.8% | +8.2% | +1,430.6% | +1,340.5% |
| 5Y | +412.9% | +75.6% | +337.3% | +319.4% |
| All | +512.7% | +184.8% | +327.9% | +402.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 10y: compounded portfolio wealth divided by compounded AJG 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…
10y analysis · Full analysis span regression · 6 months rolling