+534.9%
GEV vs ASTS
+1,203.5%
-668.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +14.1% | -7.0% | +5.4% |
| 7D | -3.8% | +1.5% | -5.4% | -4.0% |
| 30D | -17.4% | -27.6% | +10.2% | -14.4% |
| 3M | -16.2% | -48.7% | +32.5% | -10.0% |
| 6M | -20.2% | -50.8% | +30.7% | -15.3% |
| YTD | +27.2% | -49.2% | +76.4% | +32.4% |
| 1Y | +44.6% | -46.7% | +91.2% | +48.8% |
| All | +534.9% | +1,203.5% | -668.6% | +466.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling