+174.0%
ASTS vs GDXJ
+158.6%
+15.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.8% | +4.2% | +5.8% |
| 7D | -21.1% | +13.4% | -34.5% | -25.8% |
| 30D | -46.7% | -1.3% | -45.4% | -46.7% |
| 3M | -52.0% | -1.5% | -50.5% | -52.0% |
| 6M | -54.3% | -12.2% | -42.0% | -52.2% |
| YTD | -55.5% | -5.3% | -50.2% | -54.7% |
| 1Y | -50.5% | +22.0% | -72.5% | -53.4% |
| 3Y | +706.2% | +224.9% | +481.3% | +453.9% |
| All | +174.0% | +158.6% | +15.4% | +102.3% |
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 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