+793.2%
ASTS vs PFG
+84.7%
+708.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +4.0% | +10.1% | +11.0% |
| 7D | +1.5% | +2.3% | -0.7% | +0.2% |
| 30D | -27.6% | +7.6% | -35.2% | -31.2% |
| 3M | -48.7% | +2.5% | -51.2% | -49.9% |
| 6M | -50.8% | +16.6% | -67.5% | -57.4% |
| YTD | -49.2% | +34.1% | -83.3% | -61.0% |
| 1Y | -46.7% | +44.1% | -90.7% | -61.3% |
| 3Y | +793.2% | +86.3% | +707.0% | +390.9% |
| All | +793.2% | +84.7% | +708.5% | +390.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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