+277.6%
ASTS vs PBF
+143.8%
+133.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +3.4% | +10.7% | +13.9% |
| 7D | +1.5% | -7.4% | +8.9% | +2.0% |
| 30D | -27.6% | -17.5% | -10.1% | -26.9% |
| 3M | -48.7% | +13.1% | -61.8% | -49.2% |
| 6M | -50.8% | +72.6% | -123.5% | -52.4% |
| YTD | -49.2% | +161.2% | -210.4% | -52.1% |
| 1Y | -46.7% | +93.3% | -140.0% | -49.0% |
| 3Y | +793.2% | +80.7% | +712.5% | +738.4% |
| 5Y | +195.6% | +396.1% | -200.5% | +168.2% |
| All | +277.6% | +143.8% | +133.8% | +261.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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