+230.9%
ASTS vs GAP
+64.8%
+166.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.1% | +11.2% | +8.1% |
| 7D | -21.1% | -3.8% | -17.3% | -20.3% |
| 30D | -46.7% | -9.0% | -37.7% | -45.4% |
| 3M | -52.0% | +5.5% | -57.5% | -53.1% |
| 6M | -54.3% | -11.1% | -43.2% | -53.4% |
| YTD | -55.5% | -13.6% | -41.9% | -54.5% |
| 1Y | -50.5% | -2.9% | -47.6% | -51.1% |
| 3Y | +706.2% | +69.6% | +636.6% | +575.9% |
| 5Y | +165.2% | +5.4% | +159.8% | +119.6% |
| All | +230.9% | +64.8% | +166.1% | +178.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling