+384.0%
GLW vs ASTS
+253.1%
+130.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.8% | +5.0% | -0.3% |
| 7D | +15.5% | +14.2% | +1.3% | +14.1% |
| 30D | -19.6% | -26.7% | +7.1% | -17.3% |
| 3M | -28.5% | -53.6% | +25.1% | -23.7% |
| 6M | -39.5% | -52.7% | +13.2% | -35.8% |
| YTD | +37.2% | -52.5% | +89.7% | +44.3% |
| 1Y | +35.4% | -46.5% | +81.9% | +41.0% |
| 3Y | +359.7% | +700.5% | -340.8% | +295.2% |
| 5Y | +244.0% | +168.5% | +75.5% | +200.6% |
| All | +384.0% | +253.1% | +130.9% | +297.3% |
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 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