+537.8%
ASTS vs PCAR
+214.5%
+323.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.9% |
| 3M | -41.9% | +5.9% | -47.8% | -43.9% |
| 6M | -40.6% | +0.4% | -41.0% | -40.9% |
| YTD | -14.2% | +14.8% | -29.0% | -19.4% |
| 1Y | +48.9% | +30.1% | +18.8% | +32.6% |
| 3Y | +1,461.7% | +66.7% | +1,395.0% | +1,090.6% |
| 5Y | +404.1% | +166.1% | +238.0% | +214.1% |
| All | +537.8% | +214.5% | +323.3% | +300.7% |
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