+150.7%
GDX vs ASTS
+148.1%
+2.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | 0.0% |
| 7D | -6.8% | +0.8% | -7.6% | -6.9% |
| 30D | -2.1% | -22.6% | +20.5% | -1.0% |
| 3M | -7.5% | -54.4% | +46.9% | -4.2% |
| 6M | -15.2% | -56.4% | +41.3% | -12.5% |
| YTD | -4.8% | -55.1% | +50.3% | -2.1% |
| 1Y | +6.7% | -46.9% | +53.7% | +9.1% |
| 3Y | +212.7% | +715.0% | -502.3% | +195.2% |
| All | +150.7% | +148.1% | +2.6% | +146.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling