-55.8%
ASTS vs PHM
+3.9%
-59.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.6% | -14.6% | -15.2% |
| 7D | -29.9% | +8.7% | -38.6% | -30.8% |
| 30D | -52.2% | +16.4% | -68.6% | -54.1% |
| 3M | -55.8% | +1.8% | -57.7% | -54.8% |
| All | -55.8% | +3.9% | -59.8% | -54.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling