+537.8%
ASTS vs GSK
+48.6%
+489.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.3% |
| 7D | +7.3% | -1.8% | +9.2% | +7.4% |
| 30D | -8.9% | -2.2% | -6.7% | -8.8% |
| 3M | -41.9% | -1.8% | -40.1% | -41.9% |
| 6M | -40.6% | -10.6% | -30.0% | -40.6% |
| YTD | -14.2% | +4.4% | -18.6% | -14.2% |
| 1Y | +48.9% | +30.4% | +18.4% | +48.4% |
| 3Y | +1,461.7% | +60.1% | +1,401.6% | +1,449.0% |
| 5Y | +404.1% | +46.8% | +357.3% | +401.7% |
| All | +537.8% | +48.6% | +489.2% | +532.9% |
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