+277.6%
ASTS vs GM
+157.2%
+120.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +4.1% | +10.1% | +12.5% |
| 7D | +1.5% | -0.3% | +1.9% | +1.7% |
| 30D | -27.6% | +8.4% | -36.0% | -30.2% |
| 3M | -48.7% | +2.6% | -51.3% | -49.6% |
| 6M | -50.8% | +14.3% | -65.1% | -53.9% |
| YTD | -49.2% | +11.0% | -60.2% | -51.9% |
| 1Y | -46.7% | +27.8% | -74.5% | -52.1% |
| 3Y | +793.2% | +246.7% | +546.5% | +415.6% |
| 5Y | +195.6% | +59.6% | +136.0% | +116.3% |
| All | +277.6% | +157.2% | +120.4% | +168.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling