+48.9%
ASTS vs GPN
+8.1%
+40.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | +7.3% | +0.8% | +6.6% | +7.2% |
| 30D | -8.9% | +5.8% | -14.7% | -9.9% |
| 3M | -41.9% | +37.0% | -78.9% | -47.0% |
| 6M | -40.6% | +20.1% | -60.7% | -44.0% |
| YTD | -14.2% | +20.4% | -34.6% | -16.2% |
| 1Y | +48.9% | +7.4% | +41.4% | +61.0% |
| All | +48.9% | +8.1% | +40.8% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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