-57.1%
ASTS vs GD
+6.0%
-63.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.3% | -12.9% | -12.8% |
| 7D | -29.9% | -3.9% | -26.0% | -26.8% |
| 30D | -52.2% | +8.1% | -60.2% | -56.0% |
| 3M | -55.8% | -6.8% | -49.1% | -52.1% |
| 6M | -52.7% | +3.0% | -55.7% | -56.0% |
| YTD | -58.4% | +7.8% | -66.2% | -66.9% |
| 1Y | -57.1% | +5.8% | -62.9% | -62.4% |
| All | -57.1% | +6.0% | -63.1% | -62.4% |
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