+274.8%
ASTS vs PBF
+144.4%
+130.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +5.8% | +2.9% | +8.4% |
| 7D | +2.8% | -4.0% | +6.8% | +3.1% |
| 30D | -28.8% | -18.0% | -10.9% | -28.1% |
| 3M | -48.9% | +0.9% | -49.8% | -49.0% |
| 6M | -55.6% | +65.7% | -121.4% | -57.0% |
| YTD | -49.6% | +161.9% | -211.4% | -52.5% |
| 1Y | -46.1% | +77.8% | -123.9% | -48.2% |
| 3Y | +749.7% | +74.9% | +674.8% | +698.7% |
| 5Y | +193.2% | +423.4% | -230.2% | +165.9% |
| All | +274.8% | +144.4% | +130.4% | +258.7% |
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