+185.6%
ASTS vs GD
+101.6%
+84.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -2.5% |
| 7D | -15.8% | +3.0% | -18.8% | -17.4% |
| 30D | -39.0% | +10.5% | -49.6% | -43.2% |
| 3M | -49.3% | -5.0% | -44.4% | -47.9% |
| 6M | -47.9% | +5.5% | -53.4% | -50.4% |
| YTD | -51.0% | +10.3% | -61.3% | -54.0% |
| 1Y | -49.2% | +8.2% | -57.3% | -51.5% |
| 3Y | +760.4% | +59.0% | +701.4% | +586.0% |
| 5Y | +185.6% | +104.3% | +81.4% | +108.9% |
| All | +185.6% | +101.6% | +84.0% | +108.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling