-51.0%
ASTS vs PFGC
+11.2%
-62.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.7% | -8.0% | -8.6% |
| 7D | -9.3% | +15.0% | -24.3% | -10.8% |
| 30D | -33.9% | +17.0% | -50.9% | -35.5% |
| 3M | -51.0% | -2.5% | -48.6% | -50.0% |
| 6M | -55.1% | +19.2% | -74.3% | -57.9% |
| YTD | -53.6% | +23.4% | -77.1% | -56.5% |
| 1Y | -51.0% | +13.9% | -64.8% | -55.2% |
| All | -51.0% | +11.2% | -62.2% | -55.2% |
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