+318.9%
GLW vs ASTS
+209.1%
+109.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -15.2% | +2.3% | -11.5% |
| 7D | -19.7% | -29.9% | +10.1% | -17.1% |
| 30D | -38.8% | -52.2% | +13.4% | -34.7% |
| 3M | -33.9% | -55.8% | +22.0% | -29.1% |
| 6M | -36.0% | -52.7% | +16.7% | -31.8% |
| YTD | +18.7% | -58.4% | +77.2% | +26.4% |
| 1Y | +19.8% | -57.1% | +76.9% | +26.8% |
| 3Y | +294.3% | +629.5% | -335.2% | +242.2% |
| 5Y | +205.7% | +147.7% | +58.0% | +169.9% |
| All | +318.9% | +209.1% | +109.8% | +248.1% |
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