+860.7%
ASTS vs GEHC
+34.3%
+826.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.0% | +12.1% | +13.2% |
| 7D | +1.5% | +5.6% | -4.1% | -1.0% |
| 30D | -27.6% | +27.9% | -55.5% | -36.0% |
| 3M | -48.7% | +17.1% | -65.9% | -52.7% |
| 6M | -50.8% | +32.5% | -83.4% | -58.8% |
| YTD | -49.2% | +2.7% | -51.9% | -50.9% |
| 1Y | -46.7% | +15.3% | -61.9% | -52.1% |
| 3Y | +793.2% | +23.7% | +769.6% | +669.0% |
| All | +860.7% | +34.3% | +826.4% | +681.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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