+24.5%
GLD vs ASTS
+37.2%
-12.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -0.5% | +7.3% | -7.9% | -1.1% |
| 30D | +4.4% | -8.9% | +13.3% | +4.9% |
| 3M | -1.1% | -41.9% | +40.8% | +1.6% |
| 6M | -13.8% | -40.6% | +26.8% | -12.6% |
| YTD | +2.6% | -14.2% | +16.8% | +3.0% |
| 1Y | +24.5% | +48.9% | -24.3% | +24.5% |
| All | +24.5% | +37.2% | -12.7% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling