+815.5%
ASTS vs GTLB
+4.2%
+811.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.4% | +7.3% | +8.2% |
| 7D | +2.8% | -9.6% | +12.5% | +6.8% |
| 30D | -28.8% | -15.5% | -13.3% | -24.1% |
| 3M | -48.9% | +12.4% | -61.2% | -51.0% |
| 6M | -55.6% | +84.6% | -140.2% | -65.2% |
| YTD | -49.6% | +26.1% | -75.7% | -55.0% |
| 1Y | -46.1% | +1.7% | -47.8% | -47.4% |
| All | +815.5% | +4.2% | +811.3% | +911.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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