+230.9%
ASTS vs GRMN
+254.4%
-23.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.3% | +7.3% | +7.2% |
| 7D | -21.1% | +4.7% | -25.8% | -23.0% |
| 30D | -46.7% | +3.4% | -50.1% | -47.9% |
| 3M | -52.0% | -5.0% | -47.0% | -51.0% |
| 6M | -54.3% | +18.6% | -72.8% | -59.0% |
| YTD | -55.5% | +42.5% | -98.0% | -63.7% |
| 1Y | -50.5% | +42.3% | -92.8% | -59.4% |
| 3Y | +706.2% | +158.5% | +547.8% | +362.3% |
| 5Y | +165.2% | +123.6% | +41.7% | +50.6% |
| All | +230.9% | +254.4% | -23.5% | +82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling