+253.1%
ASTS vs GDXJ
+182.6%
+70.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.7% | -1.1% | -4.5% |
| 7D | +14.2% | -4.9% | +19.2% | +16.1% |
| 30D | -26.7% | -10.0% | -16.7% | -24.6% |
| 3M | -53.6% | -16.6% | -36.9% | -51.3% |
| 6M | -52.7% | -23.3% | -29.4% | -49.7% |
| YTD | -52.5% | -12.4% | -40.1% | -50.5% |
| 1Y | -46.5% | +0.5% | -47.0% | -45.4% |
| 3Y | +700.5% | +220.5% | +480.0% | +596.8% |
| 5Y | +168.5% | +124.7% | +43.8% | +133.3% |
| All | +253.1% | +182.6% | +70.5% | +206.9% |
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