+715.0%
ASTS vs GDDY
+30.4%
+684.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.6% | -7.1% | -5.4% |
| 7D | +0.8% | -0.2% | +1.1% | +0.9% |
| 30D | -22.6% | +10.4% | -33.0% | -22.1% |
| 3M | -54.4% | +13.6% | -68.0% | -53.9% |
| 6M | -56.4% | +33.7% | -90.1% | -56.5% |
| YTD | -55.1% | -8.0% | -47.1% | -52.2% |
| 1Y | -46.9% | -12.9% | -34.0% | -42.7% |
| 3Y | +715.0% | +29.3% | +685.7% | +1,079.1% |
| All | +715.0% | +30.4% | +684.6% | +1,079.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling