+24.8%
GDX vs ASTS
-47.5%
+72.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -4.1% | +13.1% | +9.7% |
| 7D | +0.8% | -15.8% | +16.6% | +3.4% |
| 30D | -3.2% | -39.0% | +35.8% | +4.2% |
| 3M | +8.6% | -49.3% | +57.9% | +19.9% |
| 6M | -1.2% | -47.9% | +46.7% | +4.9% |
| YTD | -1.4% | -51.0% | +49.6% | +6.2% |
| 1Y | +24.8% | -49.2% | +73.9% | +34.1% |
| All | +24.8% | -47.5% | +72.3% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 1y: compounded portfolio wealth divided by compounded ASTS 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…
1y analysis · Full analysis span regression · 6 months rolling