+788.3%
ASTS vs PCOR
+44.3%
+744.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +19.7% | -23.8% | -11.2% |
| 7D | -15.8% | +21.8% | -37.6% | -22.6% |
| 30D | -39.0% | +39.5% | -78.6% | -47.1% |
| 3M | -49.3% | +35.2% | -84.6% | -55.9% |
| 6M | -47.9% | +21.7% | -69.7% | -53.0% |
| YTD | -51.0% | +3.9% | -54.9% | -52.4% |
| 1Y | -49.2% | +6.9% | -56.1% | -51.6% |
| All | +788.3% | +44.3% | +744.0% | +671.4% |
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