+193.2%
ASTS vs GAP
+5.8%
+187.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.0% | +10.7% | +9.5% |
| 7D | +2.8% | -9.3% | +12.2% | +7.2% |
| 30D | -28.8% | -5.5% | -23.4% | -27.2% |
| 3M | -48.9% | +3.5% | -52.4% | -50.2% |
| 6M | -55.6% | +0.7% | -56.3% | -56.5% |
| YTD | -49.6% | -13.4% | -36.2% | -48.1% |
| 1Y | -46.1% | -7.7% | -38.4% | -46.4% |
| 3Y | +749.7% | +74.4% | +675.2% | +483.8% |
| 5Y | +193.2% | +5.3% | +187.9% | +79.7% |
| All | +193.2% | +5.8% | +187.4% | +79.7% |
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