+193.2%
ASTS vs AJG
+84.4%
+108.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.2% | +8.9% | +8.8% |
| 7D | +2.8% | -2.2% | +5.0% | +3.4% |
| 30D | -28.8% | +20.6% | -49.4% | -34.0% |
| 3M | -48.9% | +11.5% | -60.4% | -51.5% |
| 6M | -55.6% | +42.9% | -98.5% | -63.7% |
| YTD | -49.6% | +10.0% | -59.5% | -52.5% |
| 1Y | -46.1% | +11.9% | -58.0% | -49.8% |
| 3Y | +749.7% | +16.9% | +732.7% | +599.4% |
| 5Y | +193.2% | +82.5% | +110.7% | +19.4% |
| All | +193.2% | +84.4% | +108.8% | +19.4% |
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