+1,505.9%
ASTS vs PCOR
-14.4%
+1,520.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.5% | +1.9% |
| 7D | +7.3% | -9.0% | +16.3% | +11.2% |
| 30D | -8.9% | +4.2% | -13.0% | -10.8% |
| 3M | -41.9% | +14.4% | -56.3% | -45.6% |
| 6M | -40.6% | +0.2% | -40.8% | -42.3% |
| YTD | -14.2% | -20.3% | +6.0% | -7.3% |
| 1Y | +48.9% | -16.1% | +65.0% | +55.9% |
| All | +1,505.9% | -14.4% | +1,520.3% | +1,596.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling