+1,505.9%
ASTS vs PFGC
+60.5%
+1,445.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.6% |
| 7D | +7.3% | -2.2% | +9.5% | +8.8% |
| 30D | -8.9% | -11.9% | +3.1% | -1.9% |
| 3M | -41.9% | +5.0% | -46.9% | -45.1% |
| 6M | -40.6% | +8.6% | -49.2% | -45.2% |
| YTD | -14.2% | +9.7% | -23.9% | -22.3% |
| 1Y | +48.9% | -6.3% | +55.1% | +50.5% |
| All | +1,505.9% | +60.5% | +1,445.4% | +804.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling