+277.6%
ASTS vs GAP
+70.6%
+207.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +3.5% | +10.6% | +13.2% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | -27.6% | -4.3% | -23.3% | -26.8% |
| 3M | -48.7% | +9.4% | -58.1% | -50.3% |
| 6M | -50.8% | -3.3% | -47.6% | -50.9% |
| YTD | -49.2% | -10.5% | -38.7% | -48.5% |
| 1Y | -46.7% | -2.4% | -44.3% | -47.4% |
| 3Y | +793.2% | +80.1% | +713.1% | +638.8% |
| 5Y | +195.6% | +6.5% | +189.1% | +143.2% |
| All | +277.6% | +70.6% | +207.0% | +215.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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