+538.9%
ASTS vs GPN
-46.1%
+584.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.7% | -2.9% | -4.5% |
| 7D | 0.0% | -6.2% | +6.3% | +2.6% |
| 30D | -9.2% | +1.0% | -10.3% | -9.8% |
| 3M | -29.6% | +36.9% | -66.5% | -39.4% |
| 6M | -30.5% | +16.8% | -47.2% | -35.9% |
| YTD | -14.1% | +13.2% | -27.3% | -21.1% |
| 1Y | +69.1% | +1.4% | +67.7% | +63.2% |
| 3Y | +1,525.5% | -28.6% | +1,554.2% | +1,684.4% |
| 5Y | +425.9% | -47.0% | +472.8% | +487.4% |
| All | +538.9% | -46.1% | +584.9% | +634.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling