+514.9%
GEV vs ASTS
+1,051.9%
-537.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.5% | +3.6% | -1.2% |
| 7D | +3.7% | +0.8% | +2.9% | +3.5% |
| 30D | -14.7% | -22.6% | +8.0% | -12.2% |
| 3M | -23.4% | -54.4% | +31.0% | -16.6% |
| 6M | -24.3% | -56.4% | +32.1% | -18.5% |
| YTD | +23.2% | -55.1% | +78.3% | +30.0% |
| 1Y | +44.2% | -46.9% | +91.2% | +49.1% |
| All | +514.9% | +1,051.9% | -537.1% | +456.8% |
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 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