+681.7%
ASTS vs GEHC
+22.7%
+659.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.5% | -8.2% | -8.5% |
| 7D | -9.3% | +3.7% | -13.0% | -10.7% |
| 30D | -33.9% | +27.3% | -61.2% | -41.2% |
| 3M | -51.0% | +14.7% | -65.8% | -54.3% |
| 6M | -55.1% | +31.9% | -87.1% | -62.2% |
| YTD | -53.6% | +2.2% | -55.8% | -54.6% |
| 1Y | -51.0% | +14.1% | -65.0% | -55.5% |
| 3Y | +681.7% | +21.0% | +660.7% | +647.8% |
| All | +681.7% | +22.7% | +659.0% | +647.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling