+48.9%
ASTS vs GDXJ
+58.9%
-10.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +2.0% |
| 7D | +7.3% | +0.2% | +7.2% | +7.3% |
| 30D | -8.9% | +17.9% | -26.7% | -18.9% |
| 3M | -41.9% | +15.3% | -57.2% | -47.9% |
| 6M | -40.6% | -9.4% | -31.1% | -38.1% |
| YTD | -14.2% | +13.4% | -27.6% | -25.1% |
| 1Y | +48.9% | +59.7% | -10.8% | +6.0% |
| All | +48.9% | +58.9% | -10.1% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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