+537.8%
ASTS vs GPC
+63.9%
+473.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | +7.3% | +1.2% | +6.1% | +7.1% |
| 30D | -8.9% | +6.0% | -14.8% | -10.2% |
| 3M | -41.9% | +42.6% | -84.5% | -47.6% |
| 6M | -40.6% | +22.8% | -63.4% | -44.2% |
| YTD | -14.2% | +15.5% | -29.7% | -18.7% |
| 1Y | +48.9% | +2.0% | +46.8% | +46.0% |
| 3Y | +1,461.7% | -1.4% | +1,463.1% | +1,407.1% |
| 5Y | +404.1% | +30.6% | +373.5% | +371.6% |
| All | +537.8% | +63.9% | +473.9% | +488.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling