+174.0%
ASTS vs PHM
+175.2%
-1.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.0% | +9.0% | +8.1% |
| 7D | -21.1% | +6.2% | -27.3% | -24.2% |
| 30D | -46.7% | +17.9% | -64.6% | -51.8% |
| 3M | -52.0% | +2.5% | -54.5% | -53.2% |
| 6M | -54.3% | +10.8% | -65.1% | -57.8% |
| YTD | -55.5% | +13.7% | -69.2% | -59.9% |
| 1Y | -50.5% | +12.4% | -62.8% | -55.2% |
| 3Y | +706.2% | +65.6% | +640.6% | +424.7% |
| All | +174.0% | +175.2% | -1.3% | +10.9% |
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