+253.1%
ASTS vs PGR
+308.8%
-55.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.8% | -6.6% | -5.8% |
| 7D | +14.2% | +1.0% | +13.2% | +14.3% |
| 30D | -26.7% | +5.7% | -32.4% | -26.6% |
| 3M | -53.6% | +13.6% | -67.2% | -53.5% |
| 6M | -52.7% | +18.8% | -71.5% | -52.9% |
| YTD | -52.5% | +10.1% | -62.6% | -52.5% |
| 1Y | -46.5% | +13.0% | -59.5% | -46.6% |
| 3Y | +700.5% | +60.6% | +639.9% | +658.6% |
| 5Y | +168.5% | +173.5% | -5.1% | +139.8% |
| All | +253.1% | +308.8% | -55.7% | +213.7% |
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