+230.9%
ASTS vs GH
+115.6%
+115.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.7% | +8.7% | +7.6% |
| 7D | -21.1% | -15.6% | -5.5% | -16.4% |
| 30D | -46.7% | -10.4% | -36.3% | -44.5% |
| 3M | -52.0% | -4.3% | -47.7% | -51.4% |
| 6M | -54.3% | +63.5% | -117.8% | -60.8% |
| YTD | -55.5% | +47.7% | -103.2% | -60.7% |
| 1Y | -50.5% | +56.7% | -107.2% | -57.1% |
| 3Y | +706.2% | +443.9% | +262.4% | +331.2% |
| 5Y | +165.2% | +36.9% | +128.3% | +83.6% |
| All | +230.9% | +115.6% | +115.3% | +134.5% |
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