+141.0%
GS vs ASTS
+138.7%
+2.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -15.2% | +8.9% | -5.3% |
| 7D | -6.3% | -29.9% | +23.5% | -4.1% |
| 30D | -3.1% | -52.2% | +49.0% | +1.5% |
| 3M | -17.7% | -55.8% | +38.2% | -13.4% |
| 6M | -4.6% | -52.7% | +48.2% | -1.3% |
| YTD | +0.3% | -58.4% | +58.7% | +3.6% |
| 1Y | +11.7% | -57.1% | +68.8% | +14.6% |
| 3Y | +183.6% | +629.5% | -445.9% | +130.3% |
| 5Y | +141.0% | +147.7% | -6.8% | +86.1% |
| All | +141.0% | +138.7% | +2.2% | +86.1% |
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 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