+537.8%
ASTS vs GNRC
+96.5%
+441.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.8% |
| 7D | +7.3% | +1.9% | +5.4% | +6.4% |
| 30D | -8.9% | -13.8% | +4.9% | -2.4% |
| 3M | -41.9% | -32.6% | -9.3% | -30.9% |
| 6M | -40.6% | -15.2% | -25.4% | -36.8% |
| YTD | -14.2% | +37.4% | -51.6% | -27.2% |
| 1Y | +48.9% | +5.1% | +43.7% | +42.5% |
| 3Y | +1,461.7% | +57.5% | +1,404.1% | +1,140.1% |
| 5Y | +404.1% | -58.7% | +462.8% | +492.7% |
| All | +537.8% | +96.5% | +441.2% | +614.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling