+741.9%
ASTS vs GEHC
+31.6%
+710.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.6% | +8.7% | +7.8% |
| 7D | -21.1% | +7.6% | -28.7% | -24.0% |
| 30D | -46.7% | +27.5% | -74.2% | -52.9% |
| 3M | -52.0% | +17.2% | -69.2% | -55.8% |
| 6M | -54.3% | +33.6% | -87.9% | -61.9% |
| YTD | -55.5% | +0.6% | -56.1% | -56.6% |
| 1Y | -50.5% | +11.3% | -61.8% | -54.7% |
| 3Y | +706.2% | +16.5% | +689.7% | +614.0% |
| All | +741.9% | +31.6% | +710.3% | +590.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling