+524.9%
GLW vs ASTS
+537.8%
-12.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.7% |
| 7D | +3.8% | +7.3% | -3.6% | +3.1% |
| 30D | -1.3% | -8.9% | +7.5% | -0.6% |
| 3M | -21.8% | -41.9% | +20.1% | -18.8% |
| 6M | +6.9% | -40.6% | +47.5% | +10.1% |
| YTD | +77.2% | -14.2% | +91.4% | +77.2% |
| 1Y | +123.2% | +48.9% | +74.4% | +115.1% |
| 3Y | +400.0% | +1,461.7% | -1,061.7% | +305.3% |
| 5Y | +342.8% | +404.1% | -61.3% | +267.0% |
| All | +524.9% | +537.8% | -12.8% | +387.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling