+62.2%
ASTS vs GM
+48.9%
+13.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.2% | +8.4% | +6.9% |
| 7D | +18.5% | +0.4% | +18.1% | +18.2% |
| 30D | -8.1% | -1.8% | -6.2% | -7.6% |
| 3M | -28.2% | +2.6% | -30.8% | -29.3% |
| 6M | -26.1% | +14.6% | -40.7% | -29.8% |
| YTD | -9.0% | +6.2% | -15.2% | -11.7% |
| 1Y | +62.2% | +48.7% | +13.5% | +82.0% |
| All | +62.2% | +48.9% | +13.3% | +82.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling