+1,505.9%
ASTS vs PDD
-17.2%
+1,523.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | +7.3% | -4.1% | +11.4% | +8.5% |
| 30D | -8.9% | -9.6% | +0.7% | -6.5% |
| 3M | -41.9% | -4.3% | -37.7% | -41.5% |
| 6M | -40.6% | -18.8% | -21.8% | -37.5% |
| YTD | -14.2% | -27.5% | +13.3% | -6.9% |
| 1Y | +48.9% | -33.6% | +82.5% | +65.0% |
| All | +1,505.9% | -17.2% | +1,523.2% | +1,471.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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