+277.6%
ASTS vs PHM
+269.8%
+7.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.6% | +11.5% | +13.3% |
| 7D | +1.5% | +3.5% | -2.0% | +0.3% |
| 30D | -27.6% | +21.2% | -48.8% | -32.2% |
| 3M | -48.7% | +2.5% | -51.2% | -49.4% |
| 6M | -50.8% | +16.1% | -66.9% | -53.7% |
| YTD | -49.2% | +16.6% | -65.8% | -52.3% |
| 1Y | -46.7% | +14.4% | -61.1% | -49.7% |
| 3Y | +793.2% | +71.9% | +721.3% | +636.2% |
| 5Y | +195.6% | +174.3% | +21.3% | +108.6% |
| All | +277.6% | +269.8% | +7.8% | +164.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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