+462.2%
GS vs ASTS
+537.8%
-75.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.9% | +7.3% | -6.4% | +0.5% |
| 30D | -1.6% | -8.9% | +7.3% | -1.1% |
| 3M | -4.5% | -41.9% | +37.4% | -2.1% |
| 6M | +20.9% | -40.6% | +61.5% | +22.7% |
| YTD | +19.9% | -14.2% | +34.1% | +18.6% |
| 1Y | +41.4% | +48.9% | -7.4% | +34.5% |
| 3Y | +239.2% | +1,461.7% | -1,222.5% | +169.8% |
| 5Y | +185.0% | +404.1% | -219.1% | +129.7% |
| All | +462.2% | +537.8% | -75.6% | +295.2% |
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