+209.1%
ASTS vs PHM
+267.8%
-58.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.6% | -14.6% | -15.0% |
| 7D | -29.9% | +8.7% | -38.6% | -32.0% |
| 30D | -52.2% | +16.4% | -68.6% | -54.6% |
| 3M | -55.8% | +1.8% | -57.7% | -56.3% |
| 6M | -52.7% | +15.1% | -67.8% | -55.3% |
| YTD | -58.4% | +16.0% | -74.4% | -60.9% |
| 1Y | -57.1% | +14.1% | -71.2% | -59.5% |
| 3Y | +629.5% | +65.9% | +563.6% | +507.2% |
| 5Y | +147.7% | +180.9% | -33.1% | +74.8% |
| All | +209.1% | +267.8% | -58.7% | +116.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling