-55.8%
ASTS vs GEHC
+19.1%
-75.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.4% | -12.8% | -15.1% |
| 7D | -29.9% | +9.6% | -39.5% | -29.1% |
| 30D | -52.2% | +29.4% | -81.5% | -53.3% |
| 3M | -55.8% | +19.3% | -75.1% | -56.3% |
| All | -55.8% | +19.1% | -75.0% | -56.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling