+66.1%
ASTS vs GFI
+32.8%
+33.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.4% |
| 7D | 0.0% | +4.7% | -4.7% | -2.7% |
| 30D | -9.2% | +14.4% | -23.6% | -15.9% |
| 3M | -29.6% | +32.5% | -62.2% | -40.0% |
| 6M | -30.5% | -7.2% | -23.3% | -30.4% |
| YTD | -14.1% | +10.9% | -24.9% | -20.7% |
| All | +66.1% | +32.8% | +33.3% | +40.1% |
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