+233.7%
ASTS vs GRMN
+251.3%
-17.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.4% | -5.0% |
| 7D | +0.8% | -0.9% | +1.7% | +1.6% |
| 30D | -22.6% | +1.2% | -23.8% | -23.2% |
| 3M | -54.4% | -8.9% | -45.5% | -52.4% |
| 6M | -56.4% | +23.0% | -79.4% | -61.7% |
| YTD | -55.1% | +41.2% | -96.3% | -63.1% |
| 1Y | -46.9% | +47.5% | -94.4% | -57.1% |
| 3Y | +715.0% | +155.8% | +559.2% | +371.2% |
| 5Y | +153.7% | +120.2% | +33.5% | +45.4% |
| All | +233.7% | +251.3% | -17.6% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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