+492.6%
GEV vs ASTS
+1,042.4%
-549.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.1% | -6.6% | -0.4% |
| 7D | -9.8% | -21.1% | +11.3% | -7.3% |
| 30D | -22.3% | -46.7% | +24.4% | -16.6% |
| 3M | -22.6% | -52.0% | +29.4% | -16.1% |
| 6M | -30.7% | -54.3% | +23.5% | -25.9% |
| YTD | +18.7% | -55.5% | +74.2% | +25.6% |
| 1Y | +41.0% | -50.5% | +91.5% | +46.9% |
| All | +492.6% | +1,042.4% | -549.8% | +437.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling