+62.2%
ASTS vs GFS
+35.0%
+27.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.3% | +6.4% | +6.2% |
| 7D | +18.5% | +2.6% | +15.9% | +17.0% |
| 30D | -8.1% | -16.4% | +8.3% | +0.1% |
| 3M | -28.2% | -41.6% | +13.4% | -11.5% |
| 6M | -26.1% | -3.7% | -22.4% | -24.5% |
| YTD | -9.0% | +29.3% | -38.3% | -26.5% |
| 1Y | +62.2% | +37.1% | +25.1% | +34.4% |
| All | +62.2% | +35.0% | +27.1% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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