+244.8%
ASTS vs GM
+154.4%
+90.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.1% | -7.6% | -8.2% |
| 7D | -9.3% | +0.4% | -9.7% | -9.3% |
| 30D | -33.9% | +7.2% | -41.1% | -35.9% |
| 3M | -51.0% | +1.0% | -52.0% | -51.5% |
| 6M | -55.1% | +13.0% | -68.1% | -57.7% |
| YTD | -53.6% | +9.8% | -63.4% | -55.9% |
| 1Y | -51.0% | +25.9% | -76.9% | -55.6% |
| 3Y | +681.7% | +240.4% | +441.3% | +354.6% |
| 5Y | +182.4% | +56.1% | +126.3% | +108.1% |
| All | +244.8% | +154.4% | +90.4% | +146.8% |
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