+538.9%
ASTS vs GFI
+853.5%
-314.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.6% |
| 7D | 0.0% | +4.7% | -4.7% | -0.4% |
| 30D | -9.2% | +14.4% | -23.6% | -10.2% |
| 3M | -29.6% | +32.5% | -62.2% | -31.2% |
| 6M | -30.5% | -7.2% | -23.3% | -30.8% |
| YTD | -14.1% | +10.9% | -24.9% | -14.6% |
| 1Y | +69.1% | +35.5% | +33.7% | +68.1% |
| 3Y | +1,525.5% | +312.1% | +1,213.4% | +1,548.5% |
| 5Y | +425.9% | +524.6% | -98.7% | +438.9% |
| All | +538.9% | +853.5% | -314.6% | +557.3% |
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