+742.2%
ASTS vs GME
+103.4%
+638.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.6% | -8.0% | -8.6% |
| 7D | -9.3% | +4.8% | -14.1% | -9.6% |
| 30D | -33.9% | -4.3% | -29.6% | -33.6% |
| 3M | -51.0% | +35.3% | -86.3% | -52.2% |
| 6M | -55.1% | +4.7% | -59.8% | -55.4% |
| YTD | -53.6% | +26.6% | -80.3% | -54.6% |
| 1Y | -51.0% | +18.3% | -69.3% | -51.8% |
| All | +742.2% | +103.4% | +638.8% | +570.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling