+576.8%
ASTS vs AJG
+198.0%
+378.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.0% | +10.1% | +7.1% |
| 7D | +18.5% | -3.8% | +22.3% | +19.5% |
| 30D | -8.1% | +1.6% | -9.7% | -8.7% |
| 3M | -28.2% | +18.6% | -46.8% | -32.6% |
| 6M | -26.1% | +10.9% | -37.0% | -29.5% |
| YTD | -9.0% | -2.0% | -7.0% | -9.7% |
| 1Y | +62.2% | -14.9% | +77.1% | +68.0% |
| 3Y | +1,621.9% | +13.4% | +1,608.5% | +1,493.1% |
| 5Y | +457.0% | +83.2% | +373.8% | +350.5% |
| All | +576.8% | +198.0% | +378.8% | +448.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling