+230.9%
ASTS vs GSK
+49.9%
+181.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.2% | +7.2% | +7.1% |
| 7D | -21.1% | +1.7% | -22.7% | -21.1% |
| 30D | -46.7% | +7.0% | -53.7% | -46.7% |
| 3M | -52.0% | -2.7% | -49.3% | -51.9% |
| 6M | -54.3% | +1.4% | -55.7% | -54.2% |
| YTD | -55.5% | +5.3% | -60.8% | -55.5% |
| 1Y | -50.5% | +10.6% | -61.1% | -50.5% |
| 3Y | +706.2% | +62.6% | +643.6% | +699.9% |
| 5Y | +165.2% | +41.7% | +123.5% | +164.7% |
| All | +230.9% | +49.9% | +181.0% | +228.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 all: compounded portfolio wealth divided by compounded GSK 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…
all analysis · Full analysis span regression · 6 months rolling