+230.0%
ASTS vs GRAB
-71.8%
+301.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.6% | -6.1% | -7.9% |
| 7D | -9.3% | +7.4% | -16.7% | -11.6% |
| 30D | -33.9% | +5.0% | -38.9% | -35.2% |
| 3M | -51.0% | -8.7% | -42.3% | -50.2% |
| 6M | -55.1% | -9.9% | -45.2% | -54.1% |
| YTD | -53.6% | -32.9% | -20.7% | -48.3% |
| 1Y | -51.0% | -43.2% | -7.7% | -42.4% |
| 3Y | +681.7% | +2.4% | +679.2% | +655.2% |
| 5Y | +182.4% | -77.9% | +260.3% | +254.5% |
| All | +230.0% | -71.8% | +301.8% | +362.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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