+174.0%
ASTS vs GAP
+5.0%
+169.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.1% | +11.2% | +8.7% |
| 7D | -21.1% | -3.8% | -17.3% | -20.0% |
| 30D | -46.7% | -9.0% | -37.7% | -44.7% |
| 3M | -52.0% | +5.5% | -57.5% | -53.7% |
| 6M | -54.3% | -11.1% | -43.2% | -53.0% |
| YTD | -55.5% | -13.6% | -41.9% | -54.2% |
| 1Y | -50.5% | -2.9% | -47.6% | -51.9% |
| 3Y | +706.2% | +69.6% | +636.6% | +458.2% |
| All | +174.0% | +5.0% | +169.0% | +74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling