+230.9%
ASTS vs PHM
+260.5%
-29.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.0% | +9.0% | +7.7% |
| 7D | -21.1% | +6.2% | -27.3% | -22.9% |
| 30D | -46.7% | +17.9% | -64.6% | -49.7% |
| 3M | -52.0% | +2.5% | -54.5% | -52.7% |
| 6M | -54.3% | +10.8% | -65.1% | -56.3% |
| YTD | -55.5% | +13.7% | -69.2% | -57.9% |
| 1Y | -50.5% | +12.4% | -62.8% | -53.0% |
| 3Y | +706.2% | +65.6% | +640.6% | +571.3% |
| 5Y | +165.2% | +175.3% | -10.1% | +88.2% |
| All | +230.9% | +260.5% | -29.6% | +133.0% |
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