+1,505.9%
ASTS vs GTLB
+0.5%
+1,505.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | +7.3% | +11.1% | -3.7% | +3.7% |
| 30D | -8.9% | +37.8% | -46.7% | -18.7% |
| 3M | -41.9% | +61.6% | -103.5% | -51.2% |
| 6M | -40.6% | +98.9% | -139.5% | -55.2% |
| YTD | -14.2% | +32.8% | -47.0% | -25.0% |
| 1Y | +48.9% | +14.7% | +34.2% | +35.6% |
| All | +1,505.9% | +0.5% | +1,505.5% | +1,512.8% |
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