+253.1%
ASTS vs GH
+121.3%
+131.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.1% | -5.8% | -5.8% |
| 7D | +14.2% | +0.9% | +13.3% | +14.1% |
| 30D | -26.7% | -4.5% | -22.2% | -25.0% |
| 3M | -53.6% | -6.2% | -47.4% | -52.6% |
| 6M | -52.7% | +55.0% | -107.7% | -58.7% |
| YTD | -52.5% | +51.6% | -104.1% | -58.4% |
| 1Y | -46.5% | +58.3% | -104.8% | -53.7% |
| 3Y | +700.5% | +617.6% | +82.9% | +295.5% |
| 5Y | +168.5% | +49.2% | +119.3% | +83.2% |
| All | +253.1% | +121.3% | +131.8% | +148.6% |
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