+762.5%
ASTS vs GFS
-16.8%
+779.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -5.5% |
| 7D | +14.2% | +17.2% | -3.0% | +5.2% |
| 30D | -26.7% | -8.7% | -18.0% | -22.9% |
| 3M | -53.6% | -19.7% | -33.9% | -47.9% |
| 6M | -52.7% | -40.7% | -12.0% | -39.3% |
| YTD | -52.5% | +22.5% | -75.0% | -60.8% |
| 1Y | -46.5% | +25.2% | -71.7% | -56.0% |
| All | +762.5% | -16.8% | +779.3% | +844.0% |
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