+1,504.6%
ASTS vs AJG
+10.0%
+1,494.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.9% | -2.7% | -5.4% |
| 7D | 0.0% | -7.4% | +7.4% | +0.4% |
| 30D | -9.2% | -3.0% | -6.3% | -9.2% |
| 3M | -29.6% | +12.8% | -42.5% | -32.2% |
| 6M | -30.5% | +12.8% | -43.3% | -32.9% |
| YTD | -14.1% | -4.7% | -9.3% | -13.1% |
| 1Y | +69.1% | -17.2% | +86.3% | +76.6% |
| All | +1,504.6% | +10.0% | +1,494.7% | +1,376.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling