+749.0%
ASTS vs GEHC
+32.6%
+716.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.4% | -6.9% | -6.2% |
| 7D | +0.8% | +0.8% | +0.1% | +0.5% |
| 30D | -22.6% | +21.3% | -44.0% | -29.8% |
| 3M | -54.4% | +12.6% | -67.0% | -57.2% |
| 6M | -56.4% | +34.3% | -90.7% | -63.8% |
| YTD | -55.1% | +1.4% | -56.5% | -56.4% |
| 1Y | -46.9% | +12.5% | -59.4% | -51.7% |
| 3Y | +715.0% | +19.2% | +695.8% | +614.3% |
| All | +749.0% | +32.6% | +716.3% | +594.1% |
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