+209.1%
ASTS vs GD
+134.6%
+74.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.3% | -12.9% | -14.3% |
| 7D | -29.9% | -3.9% | -26.0% | -28.7% |
| 30D | -52.2% | +8.1% | -60.2% | -53.6% |
| 3M | -55.8% | -6.8% | -49.1% | -54.7% |
| 6M | -52.7% | +3.0% | -55.7% | -53.5% |
| YTD | -58.4% | +7.8% | -66.2% | -59.5% |
| 1Y | -57.1% | +5.8% | -62.9% | -57.7% |
| 3Y | +629.5% | +55.3% | +574.2% | +552.3% |
| 5Y | +147.7% | +96.7% | +51.1% | +113.6% |
| All | +209.1% | +134.6% | +74.5% | +161.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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