+37.4%
ASTS vs GLXY
-32.0%
+69.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +13.2% | -4.5% | +2.9% |
| 7D | +2.8% | +14.3% | -11.5% | -2.4% |
| 30D | -28.8% | -19.6% | -9.2% | -22.9% |
| 3M | -48.9% | -20.7% | -28.2% | -45.2% |
| 6M | -55.6% | -49.6% | -6.0% | -43.7% |
| YTD | -49.6% | -28.6% | -21.0% | -47.7% |
| 1Y | -46.1% | -48.0% | +2.0% | -36.7% |
| All | +37.4% | -32.0% | +69.4% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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