-49.2%
ASTS vs GD
+9.0%
-58.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -1.6% |
| 7D | -15.8% | +3.0% | -18.8% | -18.3% |
| 30D | -39.0% | +10.5% | -49.6% | -45.5% |
| 3M | -49.3% | -5.0% | -44.4% | -46.2% |
| 6M | -47.9% | +5.5% | -53.4% | -52.9% |
| YTD | -51.0% | +10.3% | -61.3% | -62.1% |
| 1Y | -49.2% | +8.2% | -57.3% | -56.8% |
| All | -49.2% | +9.0% | -58.2% | -56.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling