+253.1%
ASTS vs AJG
+228.6%
+24.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.7% | -4.1% | -5.4% |
| 7D | +14.2% | -3.8% | +18.0% | +15.1% |
| 30D | -26.7% | +19.1% | -45.8% | -29.9% |
| 3M | -53.6% | +8.8% | -62.4% | -54.8% |
| 6M | -52.7% | +41.3% | -94.0% | -57.9% |
| YTD | -52.5% | +8.1% | -60.6% | -54.1% |
| 1Y | -46.5% | +9.6% | -56.2% | -48.7% |
| 3Y | +700.5% | +15.0% | +685.5% | +642.9% |
| 5Y | +168.5% | +76.2% | +92.3% | +112.5% |
| All | +253.1% | +228.6% | +24.5% | +178.6% |
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