+230.9%
ASTS vs PBR
+291.9%
-61.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.4% | +8.5% | +7.2% |
| 7D | -21.1% | -16.0% | -5.1% | -19.1% |
| 30D | -46.7% | -22.8% | -23.9% | -45.0% |
| 3M | -52.0% | +3.0% | -55.0% | -52.5% |
| 6M | -54.3% | -8.1% | -46.2% | -54.1% |
| YTD | -55.5% | +63.1% | -118.6% | -58.8% |
| 1Y | -50.5% | +59.3% | -109.7% | -54.0% |
| 3Y | +706.2% | +66.1% | +640.1% | +640.6% |
| 5Y | +165.2% | +495.8% | -330.6% | +116.7% |
| All | +230.9% | +291.9% | -61.0% | +166.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling