+354.1%
GLW vs ASTS
+244.8%
+109.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.7% | +5.4% | -2.5% |
| 7D | -11.1% | -9.3% | -1.8% | -10.2% |
| 30D | -28.4% | -33.9% | +5.5% | -25.8% |
| 3M | -28.8% | -51.0% | +22.2% | -24.4% |
| 6M | -39.8% | -55.1% | +15.3% | -35.9% |
| YTD | +28.7% | -53.6% | +82.4% | +35.7% |
| 1Y | +27.7% | -51.0% | +78.7% | +33.7% |
| 3Y | +331.3% | +681.7% | -350.3% | +271.6% |
| 5Y | +233.4% | +182.4% | +51.0% | +191.2% |
| All | +354.1% | +244.8% | +109.3% | +273.6% |
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