+537.8%
ASTS vs PBR
+325.5%
+212.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.6% |
| 7D | +7.3% | +8.6% | -1.2% | +6.1% |
| 30D | -8.9% | +12.8% | -21.7% | -10.5% |
| 3M | -41.9% | +14.7% | -56.6% | -43.2% |
| 6M | -40.6% | +25.2% | -65.8% | -42.7% |
| YTD | -14.2% | +77.1% | -91.4% | -21.1% |
| 1Y | +48.9% | +69.6% | -20.7% | +37.8% |
| 3Y | +1,461.7% | +95.6% | +1,366.1% | +1,313.2% |
| 5Y | +404.1% | +501.8% | -97.6% | +310.8% |
| All | +537.8% | +325.5% | +212.3% | +411.2% |
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