+1,539.7%
ASTS vs GDXJ
+298.7%
+1,241.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +1.6% |
| 7D | +7.3% | +0.2% | +7.2% | +7.4% |
| 30D | -8.9% | +17.9% | -26.7% | -16.5% |
| 3M | -41.9% | +15.3% | -57.2% | -46.3% |
| 6M | -40.6% | -9.4% | -31.1% | -39.0% |
| YTD | -14.2% | +13.4% | -27.6% | -20.2% |
| 1Y | +48.9% | +59.7% | -10.8% | +22.5% |
| All | +1,539.7% | +298.7% | +1,241.0% | +949.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling