+253.1%
ASTS vs GM
+147.4%
+105.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.0% | -2.8% | -4.6% |
| 7D | +14.2% | -3.4% | +17.7% | +16.0% |
| 30D | -26.7% | +2.7% | -29.4% | -27.6% |
| 3M | -53.6% | -0.4% | -53.2% | -53.7% |
| 6M | -52.7% | +13.3% | -66.0% | -55.3% |
| YTD | -52.5% | +6.8% | -59.3% | -54.2% |
| 1Y | -46.5% | +21.1% | -67.6% | -50.8% |
| 3Y | +700.5% | +231.0% | +469.4% | +371.1% |
| 5Y | +168.5% | +41.9% | +126.5% | +102.5% |
| All | +253.1% | +147.4% | +105.7% | +155.7% |
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