+1,621.9%
ASTS vs GNRC
+62.7%
+1,559.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.5% | +4.6% | +5.2% |
| 7D | +18.5% | +4.8% | +13.6% | +15.1% |
| 30D | -8.1% | -10.4% | +2.3% | -1.8% |
| 3M | -28.2% | -28.5% | +0.3% | -14.0% |
| 6M | -26.1% | -6.8% | -19.3% | -25.0% |
| YTD | -9.0% | +39.5% | -48.4% | -30.0% |
| 1Y | +62.2% | +3.4% | +58.8% | +50.0% |
| 3Y | +1,621.9% | +65.1% | +1,556.7% | +1,102.8% |
| All | +1,621.9% | +62.7% | +1,559.2% | +1,102.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling