+715.0%
ASTS vs GM
+231.6%
+483.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.4% |
| 7D | +0.8% | -0.2% | +1.0% | +1.2% |
| 30D | -22.6% | +3.6% | -26.2% | -23.8% |
| 3M | -54.4% | -0.2% | -54.2% | -54.5% |
| 6M | -56.4% | +13.9% | -70.3% | -58.9% |
| YTD | -55.1% | +6.5% | -61.6% | -56.7% |
| 1Y | -46.9% | +20.7% | -67.6% | -50.8% |
| 3Y | +715.0% | +229.5% | +485.5% | +364.7% |
| All | +715.0% | +231.6% | +483.4% | +364.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling