+815.5%
ASTS vs GH
+598.2%
+217.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.4% | +9.1% | +8.8% |
| 7D | +2.8% | -8.2% | +11.0% | +6.3% |
| 30D | -28.8% | -4.9% | -23.9% | -27.0% |
| 3M | -48.9% | -6.2% | -42.6% | -47.7% |
| 6M | -55.6% | +60.0% | -115.7% | -61.6% |
| YTD | -49.6% | +51.5% | -101.1% | -55.6% |
| 1Y | -46.1% | +58.4% | -104.5% | -53.1% |
| All | +815.5% | +598.2% | +217.3% | +485.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling