+538.9%
ASTS vs GILD
+193.3%
+345.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -5.5% |
| 7D | 0.0% | -2.6% | +2.7% | +0.3% |
| 30D | -9.2% | +9.5% | -18.7% | -10.2% |
| 3M | -29.6% | +16.8% | -46.5% | -31.2% |
| 6M | -30.5% | +0.6% | -31.0% | -30.7% |
| YTD | -14.1% | +20.1% | -34.2% | -16.3% |
| 1Y | +69.1% | +29.1% | +40.0% | +63.1% |
| 3Y | +1,525.5% | +111.5% | +1,414.0% | +1,338.0% |
| 5Y | +425.9% | +147.6% | +278.3% | +346.9% |
| All | +538.9% | +193.3% | +345.6% | +448.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling