+174.0%
ASTS vs GFS
-38.3%
+212.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +6.2% | +0.8% | +3.9% |
| 7D | -21.1% | -7.8% | -13.3% | -17.3% |
| 30D | -46.7% | -19.7% | -27.0% | -40.3% |
| 3M | -52.0% | -23.1% | -28.9% | -45.2% |
| 6M | -54.3% | -46.4% | -7.9% | -38.2% |
| YTD | -55.5% | +11.0% | -66.5% | -60.4% |
| 1Y | -50.5% | +12.6% | -63.1% | -55.9% |
| 3Y | +706.2% | -24.9% | +731.2% | +737.3% |
| All | +174.0% | -38.3% | +212.3% | +177.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling