+537.8%
ASTS vs PGR
+279.9%
+257.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.3% |
| 7D | +7.3% | +0.1% | +7.2% | +7.3% |
| 30D | -8.9% | +2.9% | -11.8% | -8.9% |
| 3M | -41.9% | +12.1% | -54.0% | -42.2% |
| 6M | -40.6% | +3.7% | -44.3% | -40.7% |
| YTD | -14.2% | +2.4% | -16.6% | -14.3% |
| 1Y | +48.9% | -6.4% | +55.2% | +49.3% |
| 3Y | +1,461.7% | +76.8% | +1,384.9% | +1,330.1% |
| 5Y | +404.1% | +154.3% | +249.8% | +350.0% |
| All | +537.8% | +279.9% | +257.8% | +466.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling