+620.7%
GEV vs ASTS
+2,101.8%
-1,481.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +3.3% | +7.3% | -4.0% | +2.4% |
| 30D | -7.5% | -8.9% | +1.4% | -6.6% |
| 3M | -2.2% | -41.9% | +39.8% | +2.6% |
| 6M | +12.1% | -40.6% | +52.7% | +15.7% |
| YTD | +44.4% | -14.2% | +58.6% | +42.0% |
| 1Y | +57.7% | +48.9% | +8.8% | +46.5% |
| All | +620.7% | +2,101.8% | -1,481.1% | +508.2% |
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