+168.5%
ASTS vs PHM
+160.8%
+7.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.0% | -3.8% | -4.7% |
| 7D | +14.2% | -6.1% | +20.3% | +18.3% |
| 30D | -26.7% | +13.7% | -40.4% | -32.2% |
| 3M | -53.6% | -1.5% | -52.0% | -53.6% |
| 6M | -52.7% | +11.3% | -64.0% | -56.5% |
| YTD | -52.5% | +8.9% | -61.4% | -56.1% |
| 1Y | -46.5% | +6.1% | -52.6% | -50.0% |
| 3Y | +700.5% | +57.7% | +642.8% | +438.8% |
| 5Y | +168.5% | +159.0% | +9.5% | +13.7% |
| All | +168.5% | +160.8% | +7.6% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling