+576.8%
ASTS vs GDXJ
+261.8%
+315.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.2% | +7.3% | +6.4% |
| 7D | +18.5% | +4.3% | +14.2% | +17.3% |
| 30D | -8.1% | +8.4% | -16.5% | -9.9% |
| 3M | -28.2% | +25.5% | -53.7% | -32.1% |
| 6M | -26.1% | -6.3% | -19.8% | -25.6% |
| YTD | -9.0% | +12.1% | -21.1% | -11.1% |
| 1Y | +62.2% | +51.1% | +11.1% | +51.5% |
| 3Y | +1,621.9% | +296.1% | +1,325.8% | +1,310.0% |
| 5Y | +457.0% | +228.1% | +228.9% | +353.7% |
| All | +576.8% | +261.8% | +315.0% | +451.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling