+13.3%
ASTS vs GLXY
-44.8%
+58.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -7.1% | -8.1% | -12.2% |
| 7D | -29.9% | -28.4% | -1.5% | -19.8% |
| 30D | -52.2% | -41.4% | -10.8% | -40.8% |
| 3M | -55.8% | -31.9% | -23.9% | -49.5% |
| 6M | -52.7% | -57.2% | +4.5% | -35.5% |
| YTD | -58.4% | -41.9% | -16.5% | -53.0% |
| 1Y | -57.1% | -58.7% | +1.6% | -44.7% |
| All | +13.3% | -44.8% | +58.0% | +43.6% |
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 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