+1,504.6%
ASTS vs PGR
+73.2%
+1,431.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.5% |
| 7D | 0.0% | -2.7% | +2.7% | -0.9% |
| 30D | -9.2% | +0.7% | -9.9% | -8.7% |
| 3M | -29.6% | +7.7% | -37.4% | -27.2% |
| 6M | -30.5% | +4.3% | -34.8% | -28.7% |
| YTD | -14.1% | +0.7% | -14.8% | -12.7% |
| 1Y | +69.1% | -5.7% | +74.8% | +68.0% |
| All | +1,504.6% | +73.2% | +1,431.4% | +2,294.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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