+706.2%
ASTS vs GIS
-37.4%
+743.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.6% | +9.7% | +5.7% |
| 7D | -21.1% | +3.6% | -24.6% | -19.3% |
| 30D | -46.7% | +13.9% | -60.6% | -42.8% |
| 3M | -52.0% | +0.3% | -52.3% | -51.4% |
| 6M | -54.3% | +5.0% | -59.2% | -51.7% |
| YTD | -55.5% | -18.4% | -37.1% | -57.0% |
| 1Y | -50.5% | -17.4% | -33.0% | -52.0% |
| 3Y | +706.2% | -36.9% | +743.2% | +689.0% |
| All | +706.2% | -37.4% | +743.6% | +689.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling