+277.6%
ASTS vs GH
+126.9%
+150.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +5.2% | +8.9% | +12.4% |
| 7D | +1.5% | -7.0% | +8.5% | +4.4% |
| 30D | -27.6% | -5.2% | -22.4% | -25.9% |
| 3M | -48.7% | -5.8% | -43.0% | -47.7% |
| 6M | -50.8% | +65.9% | -116.8% | -58.1% |
| YTD | -49.2% | +55.5% | -104.7% | -55.9% |
| 1Y | -46.7% | +64.2% | -110.9% | -54.4% |
| 3Y | +793.2% | +606.0% | +187.2% | +342.8% |
| 5Y | +195.6% | +47.3% | +148.3% | +101.1% |
| All | +277.6% | +126.9% | +150.7% | +163.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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