+576.8%
ASTS vs GM
+146.1%
+430.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.2% | +8.4% | +7.0% |
| 7D | +18.5% | +0.4% | +18.1% | +18.1% |
| 30D | -8.1% | -1.8% | -6.2% | -7.5% |
| 3M | -28.2% | +2.6% | -30.8% | -29.3% |
| 6M | -26.1% | +14.6% | -40.7% | -30.5% |
| YTD | -9.0% | +6.2% | -15.2% | -11.8% |
| 1Y | +62.2% | +48.7% | +13.5% | +36.4% |
| 3Y | +1,621.9% | +168.3% | +1,453.6% | +1,008.7% |
| 5Y | +457.0% | +82.8% | +374.3% | +304.5% |
| All | +576.8% | +146.1% | +430.7% | +392.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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