+1,438.8%
ASTS vs GILD
+108.6%
+1,330.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | -3.9% | -4.8% | +0.9% | -3.8% |
| 30D | -19.4% | +5.8% | -25.2% | -19.7% |
| 3M | -38.6% | +14.9% | -53.6% | -39.2% |
| 6M | -32.1% | -0.4% | -31.8% | -32.2% |
| YTD | -17.6% | +18.5% | -36.1% | -18.0% |
| 1Y | +56.0% | +25.1% | +30.9% | +54.7% |
| 3Y | +1,438.8% | +105.9% | +1,332.9% | +1,220.3% |
| All | +1,438.8% | +108.6% | +1,330.2% | +1,220.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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