+274.8%
ASTS vs GIS
-11.8%
+286.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.1% | +9.8% | +8.3% |
| 7D | +2.8% | -4.6% | +7.4% | +1.6% |
| 30D | -28.8% | +6.6% | -35.4% | -27.1% |
| 3M | -48.9% | -8.1% | -40.8% | -49.7% |
| 6M | -55.6% | +4.9% | -60.6% | -54.4% |
| YTD | -49.6% | -21.4% | -28.2% | -51.0% |
| 1Y | -46.1% | -21.6% | -24.5% | -47.5% |
| 3Y | +749.7% | -39.3% | +788.9% | +702.6% |
| 5Y | +193.2% | -33.2% | +226.4% | +185.1% |
| All | +274.8% | -11.8% | +286.6% | +267.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 10y: compounded portfolio wealth divided by compounded GIS 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…
10y analysis · Full analysis span regression · 6 months rolling