+244.8%
ASTS vs PBR
+286.6%
-41.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.4% | -8.3% | -8.6% |
| 7D | -9.3% | -13.3% | +4.0% | -7.5% |
| 30D | -33.9% | -27.7% | -6.1% | -31.1% |
| 3M | -51.0% | +2.7% | -53.7% | -51.5% |
| 6M | -55.1% | -6.7% | -48.4% | -55.1% |
| YTD | -53.6% | +60.9% | -114.6% | -57.0% |
| 1Y | -51.0% | +46.6% | -97.6% | -54.0% |
| 3Y | +681.7% | +69.1% | +612.6% | +616.9% |
| 5Y | +182.4% | +469.6% | -287.2% | +131.5% |
| All | +244.8% | +286.6% | -41.8% | +178.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling