+653.1%
ASTS vs GGLL
+151.4%
+501.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.5% | -10.7% | -13.8% |
| 7D | -29.9% | -1.3% | -28.6% | -29.5% |
| 30D | -52.2% | -36.3% | -15.9% | -45.7% |
| 3M | -55.8% | -42.7% | -13.1% | -48.4% |
| 6M | -52.7% | -53.1% | +0.4% | -41.9% |
| YTD | -58.4% | -32.1% | -26.3% | -55.7% |
| 1Y | -57.1% | -20.1% | -37.0% | -56.7% |
| All | +653.1% | +151.4% | +501.7% | +494.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling