+793.2%
ASTS vs GPN
-8.3%
+801.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +0.4% | +13.7% | +14.0% |
| 7D | +1.5% | -1.9% | +3.4% | +2.4% |
| 30D | -27.6% | +18.9% | -46.6% | -33.2% |
| 3M | -48.7% | +13.8% | -62.6% | -52.0% |
| 6M | -50.8% | +42.3% | -93.1% | -59.5% |
| YTD | -49.2% | +27.6% | -76.8% | -56.4% |
| 1Y | -46.7% | +30.3% | -77.0% | -54.8% |
| 3Y | +793.2% | -5.8% | +799.0% | +610.5% |
| All | +793.2% | -8.3% | +801.5% | +610.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling