+166.2%
GLD vs ASTS
+277.6%
-111.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +14.1% | -12.2% | +1.7% |
| 7D | +4.9% | +1.5% | +3.4% | +4.9% |
| 30D | -1.3% | -27.6% | +26.3% | -1.0% |
| 3M | -4.8% | -48.7% | +44.0% | -4.1% |
| 6M | -12.5% | -50.8% | +38.3% | -12.0% |
| YTD | -4.2% | -49.2% | +45.0% | -3.6% |
| 1Y | +3.0% | -46.7% | +49.7% | +3.7% |
| 3Y | +109.1% | +793.2% | -684.1% | +112.8% |
| 5Y | +121.6% | +195.6% | -74.0% | +126.5% |
| All | +166.2% | +277.6% | -111.4% | +160.4% |
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