+431.2%
ASTS vs GDXJ
+222.2%
+209.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +1.4% |
| 7D | +7.3% | +0.2% | +7.2% | +7.4% |
| 30D | -8.9% | +17.9% | -26.7% | -15.1% |
| 3M | -41.9% | +15.3% | -57.2% | -45.4% |
| 6M | -40.6% | -9.4% | -31.1% | -39.1% |
| YTD | -14.2% | +13.4% | -27.6% | -18.7% |
| 1Y | +48.9% | +59.7% | -10.8% | +26.9% |
| 3Y | +1,461.7% | +283.6% | +1,178.1% | +911.0% |
| All | +431.2% | +222.2% | +209.0% | +239.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling