+284.5%
GDX vs ASTS
+537.8%
-253.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -0.4% | +7.3% | -7.7% | -0.7% |
| 30D | +18.6% | -8.9% | +27.5% | +19.0% |
| 3M | +14.9% | -41.9% | +56.8% | +16.7% |
| 6M | -6.3% | -40.6% | +34.3% | -5.3% |
| YTD | +15.7% | -14.2% | +29.9% | +15.7% |
| 1Y | +54.8% | +48.9% | +6.0% | +52.8% |
| 3Y | +253.4% | +1,461.7% | -1,208.2% | +232.6% |
| 5Y | +219.7% | +404.1% | -184.5% | +202.8% |
| All | +284.5% | +537.8% | -253.3% | +235.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling