+168.5%
ASTS vs GTLB
-61.5%
+230.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.1% | -5.7% | -5.8% |
| 7D | +14.2% | -3.5% | +17.7% | +15.4% |
| 30D | -26.7% | -9.0% | -17.7% | -24.3% |
| 3M | -53.6% | +15.9% | -69.4% | -55.7% |
| 6M | -52.7% | +104.9% | -157.6% | -62.8% |
| YTD | -52.5% | +26.0% | -78.5% | -57.4% |
| 1Y | -46.5% | +1.8% | -48.3% | -48.8% |
| 3Y | +700.5% | +6.0% | +694.5% | +631.1% |
| 5Y | +168.5% | -62.2% | +230.7% | +138.8% |
| All | +168.5% | -61.5% | +230.0% | +138.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling