+370.5%
ASTS vs PCOR
-10.0%
+380.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +19.7% | -23.8% | -13.0% |
| 7D | -15.8% | +21.8% | -37.6% | -24.4% |
| 30D | -39.0% | +39.5% | -78.6% | -48.8% |
| 3M | -49.3% | +35.2% | -84.6% | -57.4% |
| 6M | -47.9% | +21.7% | -69.7% | -55.2% |
| YTD | -51.0% | +3.9% | -54.9% | -55.4% |
| 1Y | -49.2% | +6.9% | -56.1% | -54.6% |
| 3Y | +760.4% | +44.8% | +715.6% | +537.6% |
| 5Y | +185.6% | -21.9% | +207.6% | +158.0% |
| All | +370.5% | -10.0% | +380.5% | +295.7% |
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