+643.2%
GEV vs ASTS
+2,236.4%
-1,593.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.1% | -3.0% | +2.4% |
| 7D | +8.1% | +18.5% | -10.4% | +5.9% |
| 30D | -1.9% | -8.1% | +6.2% | -1.1% |
| 3M | +4.1% | -28.2% | +32.2% | +6.7% |
| 6M | +23.2% | -26.1% | +49.3% | +24.3% |
| YTD | +48.9% | -9.0% | +57.9% | +45.4% |
| 1Y | +62.2% | +62.2% | 0.0% | +49.4% |
| All | +643.2% | +2,236.4% | -1,593.2% | +522.8% |
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