+277.6%
ASTS vs PH
+465.6%
-188.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +4.2% | +9.9% | +11.9% |
| 7D | +1.5% | +3.0% | -1.5% | +0.4% |
| 30D | -27.6% | -0.6% | -27.0% | -27.3% |
| 3M | -48.7% | -10.7% | -38.0% | -45.7% |
| 6M | -50.8% | +9.1% | -59.9% | -53.3% |
| YTD | -49.2% | +9.5% | -58.7% | -51.8% |
| 1Y | -46.7% | +14.0% | -60.7% | -50.2% |
| 3Y | +793.2% | +138.9% | +654.4% | +507.0% |
| 5Y | +195.6% | +209.1% | -13.5% | +81.1% |
| All | +277.6% | +465.6% | -188.0% | +126.6% |
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