+431.2%
ASTS vs GRMN
+75.1%
+356.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +7.3% | -2.9% | +10.2% | +9.3% |
| 30D | -8.9% | -8.4% | -0.4% | -3.7% |
| 3M | -41.9% | +15.0% | -56.9% | -48.0% |
| 6M | -40.6% | +11.2% | -51.8% | -45.1% |
| YTD | -14.2% | +37.7% | -51.9% | -31.5% |
| 1Y | +48.9% | +18.5% | +30.4% | +31.0% |
| 3Y | +1,461.7% | +175.8% | +1,285.8% | +556.2% |
| All | +431.2% | +75.1% | +356.1% | +137.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling