+48.9%
ASTS vs GFI
+45.3%
+3.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.1% |
| 7D | +7.3% | +3.1% | +4.2% | +5.4% |
| 30D | -8.9% | +27.1% | -36.0% | -20.2% |
| 3M | -41.9% | +21.2% | -63.1% | -48.0% |
| 6M | -40.6% | -4.5% | -36.1% | -41.4% |
| YTD | -14.2% | +11.7% | -25.9% | -20.9% |
| 1Y | +48.9% | +46.0% | +2.8% | +22.6% |
| All | +48.9% | +45.3% | +3.6% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling