+230.9%
ASTS vs PH
+442.6%
-211.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.9% | +4.2% | +5.6% |
| 7D | -21.1% | +2.0% | -23.1% | -21.9% |
| 30D | -46.7% | -3.7% | -43.0% | -45.7% |
| 3M | -52.0% | -14.0% | -38.0% | -48.3% |
| 6M | -54.3% | +2.1% | -56.4% | -55.1% |
| YTD | -55.5% | +5.1% | -60.5% | -57.0% |
| 1Y | -50.5% | +10.9% | -61.4% | -53.1% |
| 3Y | +706.2% | +132.9% | +573.3% | +455.0% |
| 5Y | +165.2% | +200.1% | -34.9% | +65.4% |
| All | +230.9% | +442.6% | -211.7% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling