+537.8%
ASTS vs GDDY
+55.4%
+482.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.8% |
| 7D | +7.3% | +3.7% | +3.6% | +6.4% |
| 30D | -8.9% | +10.4% | -19.3% | -11.5% |
| 3M | -41.9% | +19.4% | -61.3% | -46.1% |
| 6M | -40.6% | +14.3% | -54.9% | -44.9% |
| YTD | -14.2% | -18.4% | +4.1% | -11.7% |
| 1Y | +48.9% | -30.1% | +78.9% | +61.5% |
| 3Y | +1,461.7% | +39.4% | +1,422.2% | +1,167.9% |
| 5Y | +404.1% | +35.2% | +369.0% | +317.7% |
| All | +537.8% | +55.4% | +482.3% | +431.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling