+160.4%
ASTS vs GFS
-25.2%
+185.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.7% | -2.8% | -4.1% |
| 7D | +0.8% | +7.4% | -6.5% | -2.5% |
| 30D | -22.6% | -15.3% | -7.4% | -15.2% |
| 3M | -54.4% | -21.1% | -33.3% | -48.5% |
| 6M | -56.4% | -44.5% | -11.9% | -42.2% |
| YTD | -55.1% | +19.2% | -74.3% | -61.4% |
| 1Y | -46.9% | +27.2% | -74.2% | -55.6% |
| 3Y | +715.0% | -20.1% | +735.1% | +724.1% |
| All | +160.4% | -25.2% | +185.6% | +156.4% |
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 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