+762.5%
ASTS vs GFI
+215.0%
+547.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.7% | -1.1% | -4.5% |
| 7D | +14.2% | -5.4% | +19.7% | +16.4% |
| 30D | -26.7% | -1.5% | -25.2% | -26.4% |
| 3M | -53.6% | -10.2% | -43.4% | -52.4% |
| 6M | -52.7% | -19.3% | -33.5% | -50.7% |
| YTD | -52.5% | -13.7% | -38.8% | -50.5% |
| 1Y | -46.5% | -12.1% | -34.4% | -44.3% |
| All | +762.5% | +215.0% | +547.5% | +1,000.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling