+48.9%
ASTS vs GDDY
-29.3%
+78.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | -0.2% |
| 7D | +7.3% | +3.7% | +3.6% | +8.3% |
| 30D | -8.9% | +10.4% | -19.3% | -6.3% |
| 3M | -41.9% | +19.4% | -61.3% | -38.7% |
| 6M | -40.6% | +14.3% | -54.9% | -37.9% |
| YTD | -14.2% | -18.4% | +4.1% | -13.9% |
| 1Y | +48.9% | -30.1% | +78.9% | +42.2% |
| All | +48.9% | -29.3% | +78.2% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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