+457.0%
ASTS vs GNRC
-57.1%
+514.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.5% | +4.6% | +5.3% |
| 7D | +18.5% | +4.8% | +13.6% | +15.6% |
| 30D | -8.1% | -10.4% | +2.3% | -2.7% |
| 3M | -28.2% | -28.5% | +0.3% | -15.7% |
| 6M | -26.1% | -6.8% | -19.3% | -24.7% |
| YTD | -9.0% | +39.5% | -48.4% | -25.5% |
| 1Y | +62.2% | +3.4% | +58.8% | +54.7% |
| 3Y | +1,621.9% | +65.1% | +1,556.7% | +1,180.1% |
| 5Y | +457.0% | -57.1% | +514.1% | +609.3% |
| All | +457.0% | -57.1% | +514.1% | +609.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling