+230.9%
ASTS vs PBF
+135.8%
+95.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.6% | +8.7% | +7.1% |
| 7D | -21.1% | -13.8% | -7.3% | -20.4% |
| 30D | -46.7% | -19.6% | -27.1% | -46.1% |
| 3M | -52.0% | +10.3% | -62.3% | -52.4% |
| 6M | -54.3% | +63.4% | -117.7% | -55.6% |
| YTD | -55.5% | +152.6% | -208.1% | -58.0% |
| 1Y | -50.5% | +87.4% | -137.8% | -52.6% |
| 3Y | +706.2% | +63.3% | +643.0% | +660.0% |
| 5Y | +165.2% | +412.5% | -247.3% | +140.9% |
| All | +230.9% | +135.8% | +95.1% | +217.2% |
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