+537.8%
ASTS vs PDD
+98.1%
+439.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | +7.3% | -4.1% | +11.4% | +8.2% |
| 30D | -8.9% | -9.6% | +0.7% | -7.2% |
| 3M | -41.9% | -4.3% | -37.7% | -41.6% |
| 6M | -40.6% | -18.8% | -21.8% | -38.4% |
| YTD | -14.2% | -27.5% | +13.3% | -8.9% |
| 1Y | +48.9% | -33.6% | +82.5% | +60.8% |
| 3Y | +1,461.7% | -20.4% | +1,482.1% | +1,468.5% |
| 5Y | +404.1% | -19.6% | +423.7% | +332.9% |
| All | +537.8% | +98.1% | +439.7% | +458.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling