+538.9%
ASTS vs PBR
+342.6%
+196.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -5.7% |
| 7D | 0.0% | +0.3% | -0.3% | 0.0% |
| 30D | -9.2% | +17.5% | -26.8% | -11.3% |
| 3M | -29.6% | +20.9% | -50.5% | -31.7% |
| 6M | -30.5% | +20.2% | -50.7% | -32.5% |
| YTD | -14.1% | +84.3% | -98.3% | -21.4% |
| 1Y | +69.1% | +77.1% | -8.0% | +55.6% |
| 3Y | +1,525.5% | +100.8% | +1,424.7% | +1,365.2% |
| 5Y | +425.9% | +556.1% | -130.3% | +325.2% |
| All | +538.9% | +342.6% | +196.2% | +409.3% |
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 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