+209.1%
ASTS vs GPC
+47.7%
+161.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -55.6% |
| YTD | -58.4% | +4.0% | -62.5% | -59.7% |
| 1Y | -57.1% | +3.5% | -60.6% | -58.3% |
| 3Y | +629.5% | +2.1% | +627.3% | +598.5% |
| 5Y | +147.7% | +5.5% | +142.3% | +138.5% |
| All | +209.1% | +47.7% | +161.4% | +191.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling