+205.7%
GLW vs ASTS
+138.7%
+67.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -15.2% | +2.3% | -11.4% |
| 7D | -19.7% | -29.9% | +10.1% | -16.8% |
| 30D | -38.8% | -52.2% | +13.4% | -34.3% |
| 3M | -33.9% | -55.8% | +22.0% | -28.6% |
| 6M | -36.0% | -52.7% | +16.7% | -31.4% |
| YTD | +18.7% | -58.4% | +77.2% | +27.2% |
| 1Y | +19.8% | -57.1% | +76.9% | +27.5% |
| 3Y | +294.3% | +629.5% | -335.2% | +239.0% |
| 5Y | +205.7% | +147.7% | +58.0% | +161.4% |
| All | +205.7% | +138.7% | +67.0% | +161.4% |
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