+653.1%
ASTS vs PCAR
+34.2%
+618.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.6% | -13.7% | -14.5% |
| 7D | -29.9% | +2.2% | -32.0% | -30.6% |
| 30D | -52.2% | -4.4% | -47.7% | -51.2% |
| 3M | -55.8% | -21.4% | -34.4% | -50.6% |
| 6M | -52.7% | -7.3% | -45.4% | -51.5% |
| YTD | -58.4% | -3.8% | -54.6% | -57.4% |
| 1Y | -57.1% | +6.3% | -63.4% | -57.2% |
| All | +653.1% | +34.2% | +618.9% | +536.8% |
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