+21.3%
ASTS vs GLXY
-41.9%
+63.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.2% | +1.8% | +4.8% |
| 7D | -21.1% | -14.6% | -6.5% | -16.1% |
| 30D | -46.7% | -36.2% | -10.5% | -36.4% |
| 3M | -52.0% | -30.1% | -21.9% | -45.7% |
| 6M | -54.3% | -56.1% | +1.8% | -38.3% |
| YTD | -55.5% | -38.9% | -16.6% | -50.7% |
| 1Y | -50.5% | -55.0% | +4.6% | -38.2% |
| All | +21.3% | -41.9% | +63.1% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling