+274.8%
ASTS vs GFI
+678.8%
-404.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.5% | +10.2% | +8.8% |
| 7D | +2.8% | +2.2% | +0.6% | +2.7% |
| 30D | -28.8% | +2.2% | -31.0% | -29.0% |
| 3M | -48.9% | -4.6% | -44.3% | -48.7% |
| 6M | -55.6% | -16.7% | -38.9% | -55.2% |
| YTD | -49.6% | -9.5% | -40.1% | -49.1% |
| 1Y | -46.1% | -6.8% | -39.2% | -45.5% |
| 3Y | +749.7% | +223.7% | +526.0% | +774.5% |
| 5Y | +193.2% | +321.8% | -128.6% | +203.0% |
| All | +274.8% | +678.8% | -404.0% | +292.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling