+230.9%
ASTS vs GIS
-8.4%
+239.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.6% | +9.7% | +6.3% |
| 7D | -21.1% | +3.6% | -24.6% | -20.0% |
| 30D | -46.7% | +13.9% | -60.6% | -44.3% |
| 3M | -52.0% | +0.3% | -52.3% | -51.6% |
| 6M | -54.3% | +5.0% | -59.2% | -52.7% |
| YTD | -55.5% | -18.4% | -37.1% | -56.3% |
| 1Y | -50.5% | -17.4% | -33.0% | -51.2% |
| 3Y | +706.2% | -36.9% | +743.2% | +670.0% |
| 5Y | +165.2% | -30.4% | +195.6% | +160.8% |
| All | +230.9% | -8.4% | +239.4% | +227.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling