+425.9%
ASTS vs AJG
+77.5%
+348.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.9% | -2.7% | -4.5% |
| 7D | 0.0% | -7.4% | +7.4% | +2.8% |
| 30D | -9.2% | -3.0% | -6.3% | -8.6% |
| 3M | -29.6% | +12.8% | -42.5% | -35.3% |
| 6M | -30.5% | +12.8% | -43.3% | -36.5% |
| YTD | -14.1% | -4.7% | -9.3% | -13.9% |
| 1Y | +69.1% | -17.2% | +86.3% | +83.0% |
| 3Y | +1,525.5% | +10.2% | +1,515.3% | +1,234.3% |
| 5Y | +425.9% | +76.9% | +348.9% | +164.6% |
| All | +425.9% | +77.5% | +348.4% | +164.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling