+537.8%
ASTS vs GAP
+70.8%
+466.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +7.3% | -4.5% | +11.8% | +8.6% |
| 30D | -8.9% | +9.0% | -17.9% | -11.7% |
| 3M | -41.9% | +5.0% | -46.9% | -43.5% |
| 6M | -40.6% | -17.8% | -22.8% | -38.3% |
| YTD | -14.2% | -10.4% | -3.8% | -13.1% |
| 1Y | +48.9% | -3.4% | +52.2% | +47.0% |
| 3Y | +1,461.7% | +111.5% | +1,350.2% | +1,146.9% |
| 5Y | +404.1% | +8.8% | +395.3% | +313.3% |
| All | +537.8% | +70.8% | +466.9% | +431.4% |
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 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