-46.9%
ASTS vs PFGC
+15.6%
-62.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.6% | -5.7% |
| 7D | +0.8% | +3.4% | -2.6% | +0.5% |
| 30D | -22.6% | +16.9% | -39.6% | -24.4% |
| 3M | -54.4% | +6.4% | -60.8% | -54.4% |
| 6M | -56.4% | +16.0% | -72.4% | -58.5% |
| YTD | -55.1% | +23.6% | -78.7% | -57.5% |
| 1Y | -46.9% | +16.6% | -63.5% | -51.0% |
| All | -46.9% | +15.6% | -62.5% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling