-49.2%
ASTS vs GME
+15.0%
-64.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.6% | -7.7% | -4.4% |
| 7D | -15.8% | +7.8% | -23.6% | -16.3% |
| 30D | -39.0% | -0.4% | -38.7% | -38.8% |
| 3M | -49.3% | +30.9% | -80.2% | -50.6% |
| 6M | -47.9% | +5.5% | -53.4% | -47.7% |
| YTD | -51.0% | +25.2% | -76.2% | -48.7% |
| 1Y | -49.2% | +14.4% | -63.5% | -51.8% |
| All | -49.2% | +15.0% | -64.1% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 1y: compounded portfolio wealth divided by compounded GME 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…
1y analysis · Full analysis span regression · 6 months rolling