+174.0%
ASTS vs GTLB
-61.8%
+235.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.8% | +8.9% | +7.6% |
| 7D | -21.1% | -11.1% | -10.0% | -17.9% |
| 30D | -46.7% | -7.5% | -39.2% | -45.2% |
| 3M | -52.0% | +34.8% | -86.8% | -56.3% |
| 6M | -54.3% | +98.0% | -152.2% | -63.6% |
| YTD | -55.5% | +28.1% | -83.6% | -60.3% |
| 1Y | -50.5% | +5.6% | -56.0% | -53.1% |
| 3Y | +706.2% | +15.9% | +690.3% | +617.9% |
| All | +174.0% | -61.8% | +235.8% | +135.9% |
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