+244.8%
ASTS vs PBF
+131.0%
+113.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -5.2% | -3.4% | -8.4% |
| 7D | -9.3% | -15.3% | +6.0% | -8.5% |
| 30D | -33.9% | -21.8% | -12.1% | -33.1% |
| 3M | -51.0% | -0.2% | -50.8% | -51.1% |
| 6M | -55.1% | +63.6% | -118.7% | -56.4% |
| YTD | -53.6% | +147.5% | -201.1% | -56.1% |
| 1Y | -51.0% | +69.8% | -120.8% | -52.8% |
| 3Y | +681.7% | +65.3% | +616.4% | +637.0% |
| 5Y | +182.4% | +393.4% | -211.0% | +156.9% |
| All | +244.8% | +131.0% | +113.8% | +231.0% |
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