+512.7%
ASTS vs GDDY
+50.5%
+462.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.8% | -0.5% |
| 7D | -3.9% | -3.2% | -0.7% | -3.5% |
| 30D | -19.4% | +6.8% | -26.3% | -21.4% |
| 3M | -38.6% | +30.5% | -69.1% | -44.7% |
| 6M | -32.1% | +13.3% | -45.5% | -37.1% |
| YTD | -17.6% | -21.0% | +3.4% | -14.8% |
| 1Y | +56.0% | -34.0% | +90.0% | +71.9% |
| 3Y | +1,438.8% | +33.1% | +1,405.8% | +1,162.6% |
| 5Y | +412.9% | +30.3% | +382.6% | +327.4% |
| All | +512.7% | +50.5% | +462.2% | +413.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling