+457.0%
ASTS vs GPN
-41.5%
+498.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.4% | +9.5% | +8.0% |
| 7D | +18.5% | -0.7% | +19.2% | +18.9% |
| 30D | -8.1% | +3.8% | -11.9% | -10.4% |
| 3M | -28.2% | +39.2% | -67.3% | -42.8% |
| 6M | -26.1% | +17.9% | -44.0% | -35.0% |
| YTD | -9.0% | +16.4% | -25.3% | -21.2% |
| 1Y | +62.2% | +3.6% | +58.5% | +51.8% |
| 3Y | +1,621.9% | -26.7% | +1,648.6% | +1,888.9% |
| 5Y | +457.0% | -44.8% | +501.8% | +592.0% |
| All | +457.0% | -41.5% | +498.5% | +592.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling