+363.1%
GLW vs ASTS
+233.7%
+129.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.5% | +1.2% | -3.8% |
| 7D | +7.7% | +0.8% | +6.9% | +7.7% |
| 30D | -18.8% | -22.6% | +3.8% | -16.9% |
| 3M | -27.7% | -54.4% | +26.7% | -22.8% |
| 6M | -44.4% | -56.4% | +12.0% | -40.6% |
| YTD | +31.3% | -55.1% | +86.4% | +38.8% |
| 1Y | +40.0% | -46.9% | +87.0% | +46.1% |
| 3Y | +339.2% | +715.0% | -375.8% | +277.9% |
| 5Y | +229.2% | +153.7% | +75.5% | +189.2% |
| All | +363.1% | +233.7% | +129.5% | +282.2% |
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 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