+230.9%
ASTS vs GME
+1,743.7%
-1,512.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.9% | +3.1% | +6.9% |
| 7D | -21.1% | +3.7% | -24.8% | -21.2% |
| 30D | -46.7% | +2.2% | -48.9% | -46.7% |
| 3M | -52.0% | +30.6% | -82.6% | -52.5% |
| 6M | -54.3% | -0.2% | -54.1% | -54.3% |
| YTD | -55.5% | +25.1% | -80.6% | -55.9% |
| 1Y | -50.5% | +17.7% | -68.1% | -50.9% |
| 3Y | +706.2% | +85.7% | +620.6% | +663.8% |
| 5Y | +165.2% | -52.9% | +218.1% | +151.2% |
| All | +230.9% | +1,743.7% | -1,512.8% | +224.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling