+186.8%
GS vs ASTS
+636.6%
-449.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -15.2% | +8.9% | -5.5% |
| 7D | -6.3% | -29.9% | +23.5% | -4.5% |
| 30D | -3.1% | -52.2% | +49.0% | +0.7% |
| 3M | -17.7% | -55.8% | +38.2% | -14.2% |
| 6M | -4.6% | -52.7% | +48.2% | -1.8% |
| YTD | +0.3% | -58.4% | +58.7% | +3.3% |
| 1Y | +11.7% | -57.1% | +68.8% | +14.5% |
| All | +186.8% | +636.6% | -449.8% | +175.8% |
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 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