+277.6%
ASTS vs PINS
-2.9%
+280.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +0.5% | +13.6% | +14.0% |
| 7D | +1.5% | -6.2% | +7.7% | +3.4% |
| 30D | -27.6% | -10.9% | -16.7% | -25.5% |
| 3M | -48.7% | -19.5% | -29.2% | -46.2% |
| 6M | -50.8% | -10.4% | -40.5% | -49.9% |
| YTD | -49.2% | -26.4% | -22.8% | -46.5% |
| 1Y | -46.7% | -29.6% | -17.0% | -43.0% |
| 3Y | +793.2% | -39.0% | +832.2% | +865.7% |
| 5Y | +195.6% | -59.1% | +254.7% | +205.3% |
| All | +277.6% | -2.9% | +280.5% | +290.2% |
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