+1,505.9%
ASTS vs PCAR
+66.6%
+1,439.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +7.3% | -0.5% | +7.8% | +7.6% |
| 30D | -8.9% | -6.2% | -2.6% | -5.8% |
| 3M | -41.9% | +5.9% | -47.8% | -44.0% |
| 6M | -40.6% | +0.4% | -41.0% | -41.1% |
| YTD | -14.2% | +14.8% | -29.0% | -19.4% |
| 1Y | +48.9% | +30.1% | +18.8% | +34.1% |
| All | +1,505.9% | +66.6% | +1,439.4% | +922.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 3y: compounded portfolio wealth divided by compounded PCAR 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…
3y analysis · Full analysis span regression · 6 months rolling