+142.5%
GLD vs ASTS
+400.6%
-258.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -0.5% | +7.3% | -7.9% | -0.6% |
| 30D | +4.4% | -8.9% | +13.3% | +4.5% |
| 3M | -1.1% | -41.9% | +40.8% | -0.7% |
| 6M | -13.8% | -40.6% | +26.8% | -13.6% |
| YTD | +2.6% | -14.2% | +16.8% | +2.8% |
| 1Y | +24.5% | +48.9% | -24.3% | +24.8% |
| 3Y | +125.8% | +1,461.7% | -1,335.8% | +130.0% |
| All | +142.5% | +400.6% | -258.1% | +148.3% |
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