+274.8%
ASTS vs PHM
+252.4%
+22.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.8% | +9.5% | +9.0% |
| 7D | +2.8% | -4.8% | +7.6% | +4.5% |
| 30D | -28.8% | +16.5% | -45.4% | -32.5% |
| 3M | -48.9% | -2.0% | -46.9% | -48.8% |
| 6M | -55.6% | +12.7% | -68.3% | -57.8% |
| YTD | -49.6% | +11.2% | -60.7% | -51.9% |
| 1Y | -46.1% | +7.7% | -53.8% | -48.1% |
| 3Y | +749.7% | +60.9% | +688.8% | +614.7% |
| 5Y | +193.2% | +167.7% | +25.5% | +109.8% |
| All | +274.8% | +252.4% | +22.4% | +166.2% |
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