+264.6%
ASTS vs PCAR
+167.7%
+96.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.0% | -8.2% | -6.0% |
| 7D | -15.8% | +3.7% | -19.4% | -17.4% |
| 30D | -39.0% | -2.9% | -36.1% | -38.4% |
| 3M | -49.3% | -21.7% | -27.6% | -43.2% |
| 6M | -47.9% | -6.6% | -41.3% | -46.7% |
| YTD | -51.0% | -2.2% | -48.7% | -50.5% |
| 1Y | -49.2% | +12.2% | -61.4% | -51.4% |
| 3Y | +760.4% | +36.5% | +723.9% | +617.5% |
| 5Y | +185.6% | +113.5% | +72.1% | +94.3% |
| All | +264.6% | +167.7% | +96.8% | +146.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling