+653.1%
ASTS vs GPC
+2.3%
+650.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.6% | -13.7% | -14.8% |
| 7D | -29.9% | +1.7% | -31.6% | -30.2% |
| 30D | -52.2% | -2.3% | -49.8% | -52.0% |
| 3M | -55.8% | -4.5% | -51.3% | -55.4% |
| 6M | -52.7% | +21.6% | -74.3% | -56.1% |
| YTD | -58.4% | +4.0% | -62.5% | -60.1% |
| 1Y | -57.1% | +3.5% | -60.6% | -58.6% |
| All | +653.1% | +2.3% | +650.8% | +643.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling