+513.2%
ASTS vs PBR
+352.2%
+161.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.2% | -6.2% | -4.3% |
| 7D | -3.6% | +4.2% | -7.8% | -4.1% |
| 30D | -16.4% | +22.7% | -39.1% | -18.8% |
| 3M | -31.4% | +21.5% | -52.9% | -33.4% |
| 6M | -31.6% | +24.0% | -55.5% | -33.9% |
| YTD | -17.5% | +88.2% | -105.8% | -24.8% |
| 1Y | +59.4% | +74.8% | -15.4% | +46.9% |
| 3Y | +1,460.2% | +105.1% | +1,355.0% | +1,301.8% |
| 5Y | +413.4% | +572.2% | -158.9% | +313.7% |
| All | +513.2% | +352.2% | +161.0% | +387.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PBR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling