+69.1%
ASTS vs GPN
+1.2%
+67.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.7% | -2.9% | -5.1% |
| 7D | 0.0% | -6.2% | +6.3% | +1.2% |
| 30D | -9.2% | +1.0% | -10.3% | -9.5% |
| 3M | -29.6% | +36.9% | -66.5% | -36.4% |
| 6M | -30.5% | +16.8% | -47.2% | -34.0% |
| YTD | -14.1% | +13.2% | -27.3% | -15.0% |
| 1Y | +69.1% | +1.4% | +67.7% | +84.7% |
| All | +69.1% | +1.2% | +67.9% | +84.7% |
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 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