+431.2%
ASTS vs PHM
+145.9%
+285.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +7.3% | -3.2% | +10.5% | +9.3% |
| 30D | -8.9% | -6.4% | -2.4% | -5.6% |
| 3M | -41.9% | +5.5% | -47.4% | -44.5% |
| 6M | -40.6% | -5.4% | -35.1% | -39.6% |
| YTD | -14.2% | +6.6% | -20.8% | -19.1% |
| 1Y | +48.9% | -8.8% | +57.7% | +52.5% |
| 3Y | +1,461.7% | +54.1% | +1,407.5% | +968.0% |
| All | +431.2% | +145.9% | +285.3% | +136.2% |
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 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