+1,505.9%
ASTS vs GD
+68.4%
+1,437.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.6% |
| 7D | +7.3% | -5.3% | +12.6% | +11.5% |
| 30D | -8.9% | -6.4% | -2.4% | -4.6% |
| 3M | -41.9% | +5.7% | -47.6% | -44.8% |
| 6M | -40.6% | -0.9% | -39.6% | -40.3% |
| YTD | -14.2% | +8.2% | -22.4% | -18.2% |
| 1Y | +48.9% | +13.4% | +35.4% | +40.3% |
| All | +1,505.9% | +68.4% | +1,437.6% | +1,702.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling