+431.2%
ASTS vs GME
-62.8%
+494.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +7.3% | +7.2% | +0.1% | +6.1% |
| 30D | -8.9% | +0.8% | -9.7% | -9.0% |
| 3M | -41.9% | -14.0% | -28.0% | -40.5% |
| 6M | -40.6% | -19.7% | -20.9% | -38.5% |
| YTD | -14.2% | -4.6% | -9.6% | -14.1% |
| 1Y | +48.9% | -14.3% | +63.2% | +51.3% |
| 3Y | +1,461.7% | +4.0% | +1,457.6% | +1,056.2% |
| All | +431.2% | -62.8% | +494.0% | +375.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling