-50.5%
ASTS vs GPC
+2.6%
-53.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.3% | +8.4% | +7.2% |
| 7D | -21.1% | +1.6% | -22.7% | -21.2% |
| 30D | -46.7% | -2.1% | -44.6% | -46.6% |
| 3M | -52.0% | -6.8% | -45.2% | -51.6% |
| 6M | -54.3% | +18.6% | -72.9% | -56.6% |
| YTD | -55.5% | +2.7% | -58.2% | -61.8% |
| 1Y | -50.5% | +1.8% | -52.3% | -55.7% |
| All | -50.5% | +2.6% | -53.1% | -55.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling