-49.2%
ASTS vs GGLL
-11.6%
-37.5%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.5% | -10.6% | -5.8% |
| 7D | -15.8% | -23.1% | +7.3% | -11.0% |
| 30D | -39.0% | -32.9% | -6.2% | -32.7% |
| 3M | -49.3% | -44.9% | -4.5% | -41.0% |
| 6M | -47.9% | -49.5% | +1.6% | -39.0% |
| YTD | -51.0% | -28.9% | -22.1% | -50.4% |
| 1Y | -49.2% | -12.2% | -37.0% | -53.3% |
| All | -49.2% | -11.6% | -37.5% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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