+274.8%
ASTS vs GPC
+46.9%
+228.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.8% | +9.5% | +8.9% |
| 7D | +2.8% | -2.1% | +4.9% | +3.5% |
| 30D | -28.8% | -4.5% | -24.3% | -28.2% |
| 3M | -48.9% | -7.7% | -41.2% | -48.0% |
| 6M | -55.6% | +24.3% | -79.9% | -58.6% |
| YTD | -49.6% | +3.5% | -53.1% | -51.0% |
| 1Y | -46.1% | +0.7% | -46.8% | -47.1% |
| 3Y | +749.7% | 0.0% | +749.7% | +718.2% |
| 5Y | +193.2% | +5.8% | +187.4% | +182.6% |
| All | +274.8% | +46.9% | +228.0% | +254.5% |
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