+537.8%
ASTS vs PFG
+181.9%
+355.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.9% |
| 7D | +7.3% | +5.5% | +1.8% | +4.9% |
| 30D | -8.9% | +2.4% | -11.2% | -10.0% |
| 3M | -41.9% | +13.6% | -55.5% | -45.3% |
| 6M | -40.6% | +27.9% | -68.5% | -46.7% |
| YTD | -14.2% | +35.6% | -49.8% | -24.9% |
| 1Y | +48.9% | +48.5% | +0.4% | +26.1% |
| 3Y | +1,461.7% | +66.9% | +1,394.8% | +1,171.6% |
| 5Y | +404.1% | +111.0% | +293.2% | +298.0% |
| All | +537.8% | +181.9% | +355.8% | +392.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling