+537.8%
ASTS vs GD
+135.4%
+402.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.0% |
| 7D | +7.3% | -5.3% | +12.6% | +9.6% |
| 30D | -8.9% | -6.4% | -2.4% | -6.5% |
| 3M | -41.9% | +5.7% | -47.6% | -43.4% |
| 6M | -40.6% | -0.9% | -39.6% | -40.5% |
| YTD | -14.2% | +8.2% | -22.4% | -16.4% |
| 1Y | +48.9% | +13.4% | +35.4% | +43.8% |
| 3Y | +1,461.7% | +68.5% | +1,393.2% | +1,270.8% |
| 5Y | +404.1% | +97.2% | +307.0% | +334.1% |
| All | +537.8% | +135.4% | +402.3% | +439.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling