+537.8%
ASTS vs GME
+1,306.2%
-768.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +7.3% | +7.2% | +0.1% | +7.1% |
| 30D | -8.9% | +0.8% | -9.7% | -8.9% |
| 3M | -41.9% | -14.0% | -28.0% | -41.6% |
| 6M | -40.6% | -19.7% | -20.9% | -40.1% |
| YTD | -14.2% | -4.6% | -9.6% | -14.1% |
| 1Y | +48.9% | -14.3% | +63.2% | +49.5% |
| 3Y | +1,461.7% | +4.0% | +1,457.6% | +1,405.9% |
| 5Y | +404.1% | -62.2% | +466.3% | +382.8% |
| All | +537.8% | +1,306.2% | -768.5% | +531.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling