+215.4%
ASTS vs GGLL
+188.6%
+26.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.4% | +5.7% | +6.6% |
| 7D | -21.1% | +3.1% | -24.2% | -21.8% |
| 30D | -46.7% | -36.3% | -10.4% | -39.0% |
| 3M | -52.0% | -40.4% | -11.6% | -44.2% |
| 6M | -54.3% | -54.6% | +0.4% | -42.5% |
| YTD | -55.5% | -31.1% | -24.3% | -52.6% |
| 1Y | -50.5% | -19.2% | -31.3% | -50.3% |
| 3Y | +706.2% | +151.5% | +554.7% | +393.6% |
| All | +215.4% | +188.6% | +26.8% | +72.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling