+723.1%
ASTS vs PCOR
-30.9%
+754.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.5% | +2.4% |
| 7D | +7.3% | -9.0% | +16.3% | +12.2% |
| 30D | -8.9% | +4.2% | -13.0% | -11.3% |
| 3M | -41.9% | +14.4% | -56.3% | -46.7% |
| 6M | -40.6% | +0.2% | -40.8% | -43.5% |
| YTD | -14.2% | -20.3% | +6.0% | -9.6% |
| 1Y | +48.9% | -16.1% | +65.0% | +51.8% |
| 3Y | +1,461.7% | -14.7% | +1,476.4% | +1,419.9% |
| 5Y | +404.1% | -43.2% | +447.3% | +434.6% |
| All | +723.1% | -30.9% | +754.1% | +702.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling