+345.0%
ASTS vs PCOR
-9.2%
+354.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.3% | -8.4% | -8.6% |
| 7D | -9.3% | +20.7% | -30.0% | -18.0% |
| 30D | -33.9% | +35.7% | -69.6% | -43.6% |
| 3M | -51.0% | +31.1% | -82.1% | -58.1% |
| 6M | -55.1% | +43.1% | -98.2% | -64.3% |
| YTD | -53.6% | +4.8% | -58.5% | -58.0% |
| 1Y | -51.0% | -3.7% | -47.3% | -53.0% |
| 3Y | +681.7% | +46.5% | +635.1% | +477.8% |
| 5Y | +182.4% | -17.3% | +199.7% | +149.8% |
| All | +345.0% | -9.2% | +354.3% | +273.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling