+209.1%
ASTS vs GH
+119.2%
+89.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -9.0% | -6.2% | -12.4% |
| 7D | -29.9% | -17.2% | -12.7% | -25.2% |
| 30D | -52.2% | -10.1% | -42.0% | -50.2% |
| 3M | -55.8% | -6.0% | -49.9% | -55.0% |
| 6M | -52.7% | +71.4% | -124.1% | -60.0% |
| YTD | -58.4% | +50.2% | -108.6% | -63.5% |
| 1Y | -57.1% | +61.4% | -118.5% | -63.1% |
| 3Y | +629.5% | +435.2% | +194.3% | +292.2% |
| 5Y | +147.7% | +39.2% | +108.5% | +70.7% |
| All | +209.1% | +119.2% | +89.9% | +118.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling