-50.5%
ASTS vs GFS
+8.5%
-59.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +6.2% | +0.8% | +3.9% |
| 7D | -21.1% | -7.8% | -13.3% | -17.5% |
| 30D | -46.7% | -19.7% | -27.0% | -40.7% |
| 3M | -52.0% | -23.1% | -28.9% | -45.6% |
| 6M | -54.3% | -46.4% | -7.9% | -40.8% |
| YTD | -55.5% | +11.0% | -66.5% | -65.4% |
| 1Y | -50.5% | +12.6% | -63.1% | -59.9% |
| All | -50.5% | +8.5% | -59.0% | -59.9% |
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