+853.6%
ASTS vs GEHC
+32.0%
+821.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.3% | +10.0% | +9.3% |
| 7D | +2.8% | -3.7% | +6.5% | +4.8% |
| 30D | -28.8% | +22.0% | -50.8% | -35.6% |
| 3M | -48.9% | +13.6% | -62.5% | -52.2% |
| 6M | -55.6% | +34.0% | -89.7% | -63.1% |
| YTD | -49.6% | +0.9% | -50.5% | -50.9% |
| 1Y | -46.1% | +12.7% | -58.8% | -51.0% |
| 3Y | +749.7% | +19.4% | +730.2% | +643.7% |
| All | +853.6% | +32.0% | +821.7% | +681.7% |
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