+277.6%
ASTS vs GIS
-10.1%
+287.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -1.8% | +15.9% | +13.6% |
| 7D | +1.5% | +0.4% | +1.2% | +2.0% |
| 30D | -27.6% | +10.1% | -37.7% | -25.1% |
| 3M | -48.7% | -3.7% | -45.1% | -48.8% |
| 6M | -50.8% | +4.3% | -55.1% | -49.4% |
| YTD | -49.2% | -19.8% | -29.4% | -50.4% |
| 1Y | -46.7% | -20.5% | -26.2% | -47.9% |
| 3Y | +793.2% | -38.3% | +831.6% | +748.5% |
| 5Y | +195.6% | -32.2% | +227.8% | +189.0% |
| All | +277.6% | -10.1% | +287.6% | +272.0% |
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