-54.3%
ASTS vs GTLB
+100.0%
-154.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.8% | +8.9% | +7.5% |
| 7D | -21.1% | -11.1% | -10.0% | -18.6% |
| 30D | -46.7% | -7.5% | -39.2% | -45.0% |
| 3M | -52.0% | +34.8% | -86.8% | -52.3% |
| 6M | -54.3% | +98.0% | -152.2% | -50.6% |
| All | -54.3% | +100.0% | -154.2% | -50.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling