+486.8%
ASTS vs GRAB
-74.7%
+561.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.7% |
| 7D | -3.6% | -12.0% | +8.4% | +0.2% |
| 30D | -16.4% | -19.5% | +3.2% | -10.8% |
| 3M | -31.4% | -8.0% | -23.4% | -29.6% |
| 6M | -31.6% | -22.2% | -9.3% | -26.1% |
| YTD | -17.5% | -39.7% | +22.2% | -4.1% |
| 1Y | +59.4% | -43.2% | +102.6% | +89.4% |
| 3Y | +1,460.2% | -19.1% | +1,479.2% | +1,528.2% |
| 5Y | +413.4% | -72.0% | +485.4% | +510.5% |
| All | +486.8% | -74.7% | +561.5% | +757.7% |
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