+253.1%
ASTS vs GPN
-45.2%
+298.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -12.0% | +6.2% | -1.2% |
| 7D | +14.2% | -7.1% | +21.4% | +17.2% |
| 30D | -26.7% | +7.7% | -34.4% | -29.6% |
| 3M | -53.6% | -0.1% | -53.5% | -54.3% |
| 6M | -52.7% | +29.4% | -82.1% | -58.8% |
| YTD | -52.5% | +15.1% | -67.6% | -57.2% |
| 1Y | -46.5% | +15.4% | -61.9% | -51.8% |
| 3Y | +700.5% | -16.5% | +717.0% | +717.1% |
| 5Y | +168.5% | -29.6% | +198.1% | +187.6% |
| All | +253.1% | -45.2% | +298.3% | +298.2% |
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