+576.8%
ASTS vs GIS
-4.6%
+581.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.6% | +7.7% | +5.7% |
| 7D | +18.5% | -8.3% | +26.8% | +15.7% |
| 30D | -8.1% | +2.2% | -10.3% | -7.3% |
| 3M | -28.2% | +15.7% | -43.9% | -24.7% |
| 6M | -26.1% | -12.0% | -14.1% | -26.8% |
| YTD | -9.0% | -15.0% | +6.0% | -10.1% |
| 1Y | +62.2% | -20.1% | +82.3% | +58.9% |
| 3Y | +1,621.9% | -34.6% | +1,656.5% | +1,554.2% |
| 5Y | +457.0% | -22.8% | +479.9% | +454.0% |
| All | +576.8% | -4.6% | +581.4% | +573.5% |
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