+209.1%
ASTS vs GRMN
+255.5%
-46.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.0% | -14.3% | -14.8% |
| 7D | -29.9% | +2.3% | -32.2% | -30.8% |
| 30D | -52.2% | +2.6% | -54.7% | -53.0% |
| 3M | -55.8% | -5.0% | -50.9% | -54.9% |
| 6M | -52.7% | +23.1% | -75.8% | -58.4% |
| YTD | -58.4% | +42.9% | -101.3% | -66.2% |
| 1Y | -57.1% | +41.7% | -98.8% | -64.7% |
| 3Y | +629.5% | +160.7% | +468.7% | +316.3% |
| 5Y | +147.7% | +124.2% | +23.5% | +40.5% |
| All | +209.1% | +255.5% | -46.3% | +70.6% |
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