+1,505.9%
ASTS vs GRMN
+176.7%
+1,329.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +7.3% | -2.9% | +10.2% | +8.7% |
| 30D | -8.9% | -8.4% | -0.4% | -5.3% |
| 3M | -41.9% | +15.0% | -56.9% | -46.1% |
| 6M | -40.6% | +11.2% | -51.8% | -43.6% |
| YTD | -14.2% | +37.7% | -51.9% | -26.2% |
| 1Y | +48.9% | +18.5% | +30.4% | +36.4% |
| All | +1,505.9% | +176.7% | +1,329.3% | +918.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling