+230.9%
ASTS vs GE
+564.9%
-334.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.7% | +4.3% | +6.1% |
| 7D | -21.1% | +7.1% | -28.2% | -23.0% |
| 30D | -46.7% | +6.5% | -53.2% | -47.9% |
| 3M | -52.0% | -13.6% | -38.4% | -49.6% |
| 6M | -54.3% | +6.0% | -60.2% | -55.0% |
| YTD | -55.5% | +5.4% | -60.9% | -56.5% |
| 1Y | -50.5% | +6.5% | -56.9% | -51.5% |
| 3Y | +706.2% | +268.6% | +437.6% | +456.8% |
| 5Y | +165.2% | +389.0% | -223.8% | +62.4% |
| All | +230.9% | +564.9% | -334.0% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 GE 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