-51.0%
ASTS vs GPN
+34.1%
-85.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.9% | -12.6% | -8.9% |
| 7D | -9.3% | +3.7% | -13.0% | -9.6% |
| 30D | -33.9% | +23.6% | -57.5% | -35.3% |
| 3M | -51.0% | +18.3% | -69.3% | -51.8% |
| 6M | -55.1% | +47.8% | -102.9% | -57.9% |
| YTD | -53.6% | +32.6% | -86.2% | -54.0% |
| 1Y | -51.0% | +36.0% | -86.9% | -54.0% |
| All | -51.0% | +34.1% | -85.1% | -54.0% |
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