-46.1%
ASTS vs GDXJ
+8.8%
-54.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.7% | +10.4% | +9.9% |
| 7D | +2.8% | +0.3% | +2.5% | +3.1% |
| 30D | -28.8% | -7.4% | -21.4% | -24.8% |
| 3M | -48.9% | -11.9% | -37.0% | -44.6% |
| 6M | -55.6% | -19.3% | -36.3% | -49.8% |
| YTD | -49.6% | -8.1% | -41.4% | -53.7% |
| 1Y | -46.1% | +9.1% | -55.1% | -57.3% |
| All | -46.1% | +8.8% | -54.8% | -57.3% |
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