+431.2%
ASTS vs GM
+88.8%
+342.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.2% |
| 7D | +7.3% | +1.9% | +5.4% | +6.1% |
| 30D | -8.9% | -1.4% | -7.5% | -8.2% |
| 3M | -41.9% | +5.9% | -47.8% | -44.3% |
| 6M | -40.6% | +12.4% | -53.0% | -45.1% |
| YTD | -14.2% | +8.6% | -22.8% | -19.4% |
| 1Y | +48.9% | +52.6% | -3.8% | +12.5% |
| 3Y | +1,461.7% | +169.7% | +1,292.0% | +641.6% |
| All | +431.2% | +88.8% | +342.4% | +182.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling