+264.6%
ASTS vs PDD
+98.0%
+166.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.5% | -6.6% | -4.6% |
| 7D | -15.8% | +6.0% | -21.8% | -16.9% |
| 30D | -39.0% | +5.5% | -44.5% | -39.8% |
| 3M | -49.3% | -9.8% | -39.6% | -48.5% |
| 6M | -47.9% | -16.0% | -32.0% | -46.7% |
| YTD | -51.0% | -27.6% | -23.4% | -48.1% |
| 1Y | -49.2% | -38.6% | -10.5% | -44.4% |
| 3Y | +760.4% | -22.8% | +783.2% | +767.5% |
| 5Y | +185.6% | -5.2% | +190.9% | +141.2% |
| All | +264.6% | +98.0% | +166.6% | +218.3% |
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