+233.7%
ASTS vs GE
+582.5%
-348.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.8% | -5.6% |
| 7D | +0.8% | +2.7% | -1.8% | +0.1% |
| 30D | -22.6% | +8.1% | -30.7% | -24.6% |
| 3M | -54.4% | -7.9% | -46.6% | -53.1% |
| 6M | -56.4% | +12.9% | -69.3% | -58.0% |
| YTD | -55.1% | +8.2% | -63.3% | -56.4% |
| 1Y | -46.9% | +9.7% | -56.6% | -48.5% |
| 3Y | +715.0% | +266.1% | +448.9% | +463.2% |
| 5Y | +153.7% | +407.4% | -253.7% | +54.1% |
| All | +233.7% | +582.5% | -348.9% | +99.5% |
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