+174.0%
ASTS vs PBR
+494.6%
-320.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.4% | +8.5% | +7.4% |
| 7D | -21.1% | -16.0% | -5.1% | -17.6% |
| 30D | -46.7% | -22.8% | -23.9% | -43.7% |
| 3M | -52.0% | +3.0% | -55.0% | -53.1% |
| 6M | -54.3% | -8.1% | -46.2% | -54.1% |
| YTD | -55.5% | +63.1% | -118.6% | -61.8% |
| 1Y | -50.5% | +59.3% | -109.7% | -57.2% |
| 3Y | +706.2% | +66.1% | +640.1% | +578.6% |
| All | +174.0% | +494.6% | -320.6% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling