-52.0%
ASTS vs GM
-3.2%
-48.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.5% | +10.6% | +7.6% |
| 7D | -21.1% | -1.4% | -19.7% | -20.6% |
| 30D | -46.7% | +6.4% | -53.1% | -48.0% |
| 3M | -52.0% | -0.7% | -51.3% | -51.8% |
| All | -52.0% | -3.2% | -48.8% | -51.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling