+253.1%
ASTS vs PINS
-2.6%
+255.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.6% | -5.2% | -5.6% |
| 7D | +14.2% | -3.4% | +17.6% | +15.3% |
| 30D | -26.7% | -14.5% | -12.2% | -23.6% |
| 3M | -53.6% | -16.5% | -37.1% | -51.7% |
| 6M | -52.7% | -7.0% | -45.7% | -52.2% |
| YTD | -52.5% | -26.1% | -26.3% | -50.0% |
| 1Y | -46.5% | -30.0% | -16.5% | -42.7% |
| 3Y | +700.5% | -38.5% | +738.9% | +763.9% |
| 5Y | +168.5% | -58.4% | +226.9% | +176.9% |
| All | +253.1% | -2.6% | +255.7% | +264.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 10y: compounded portfolio wealth divided by compounded PINS 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…
10y analysis · Full analysis span regression · 6 months rolling