+307.7%
GLW vs ASTS
+688.5%
-380.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.1% | -4.4% | +1.9% |
| 7D | -13.9% | -21.1% | +7.2% | -11.8% |
| 30D | -35.0% | -46.7% | +11.7% | -30.9% |
| 3M | -32.4% | -52.0% | +19.7% | -27.4% |
| 6M | -41.3% | -54.3% | +12.9% | -37.0% |
| YTD | +21.8% | -55.5% | +77.3% | +30.3% |
| 1Y | +21.8% | -50.5% | +72.3% | +29.2% |
| 3Y | +307.7% | +706.2% | -398.6% | +301.3% |
| All | +307.7% | +688.5% | -380.9% | +301.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling