+233.7%
ASTS vs GAP
+61.7%
+172.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -5.3% |
| 7D | +0.8% | -1.9% | +2.7% | +1.5% |
| 30D | -22.6% | -7.1% | -15.6% | -21.1% |
| 3M | -54.4% | +4.1% | -58.5% | -55.1% |
| 6M | -56.4% | +1.9% | -58.3% | -57.0% |
| YTD | -55.1% | -15.2% | -39.9% | -53.9% |
| 1Y | -46.9% | -10.6% | -36.3% | -46.4% |
| 3Y | +715.0% | +74.6% | +640.4% | +580.3% |
| 5Y | +153.7% | +3.7% | +150.0% | +111.3% |
| All | +233.7% | +61.7% | +172.0% | +182.4% |
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