+1,505.9%
ASTS vs GFS
-18.1%
+1,524.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.5% |
| 7D | +7.3% | +1.0% | +6.3% | +6.8% |
| 30D | -8.9% | -8.6% | -0.3% | -4.2% |
| 3M | -41.9% | -46.5% | +4.6% | -20.7% |
| 6M | -40.6% | -4.8% | -35.8% | -41.0% |
| YTD | -14.2% | +29.7% | -43.9% | -31.2% |
| 1Y | +48.9% | +35.8% | +13.0% | +16.4% |
| All | +1,505.9% | -18.1% | +1,524.0% | +1,571.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling