+653.1%
ASTS vs PDD
-22.3%
+675.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +2.2% | -17.4% | -15.7% |
| 7D | -29.9% | +5.9% | -35.8% | -31.1% |
| 30D | -52.2% | +7.1% | -59.2% | -53.1% |
| 3M | -55.8% | -7.7% | -48.1% | -55.1% |
| 6M | -52.7% | -13.2% | -39.5% | -51.6% |
| YTD | -58.4% | -26.0% | -32.5% | -55.3% |
| 1Y | -57.1% | -38.4% | -18.7% | -52.0% |
| All | +653.1% | -22.3% | +675.5% | +709.6% |
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