+538.9%
ASTS vs GNRC
+95.6%
+443.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.0% | -3.6% | -4.7% |
| 7D | 0.0% | +3.2% | -3.1% | -1.3% |
| 30D | -9.2% | -9.5% | +0.3% | -4.9% |
| 3M | -29.6% | -28.5% | -1.1% | -18.7% |
| 6M | -30.5% | -10.0% | -20.5% | -27.9% |
| YTD | -14.1% | +36.7% | -50.8% | -26.9% |
| 1Y | +69.1% | +2.6% | +66.5% | +63.8% |
| 3Y | +1,525.5% | +61.9% | +1,463.6% | +1,178.8% |
| 5Y | +425.9% | -59.0% | +484.9% | +520.5% |
| All | +538.9% | +95.6% | +443.3% | +617.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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