+230.9%
ASTS vs PINS
-3.4%
+234.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.2% | +11.2% | +8.2% |
| 7D | -21.1% | -2.1% | -19.0% | -20.7% |
| 30D | -46.7% | -6.6% | -40.0% | -46.0% |
| 3M | -52.0% | -18.7% | -33.3% | -49.8% |
| 6M | -54.3% | -10.4% | -43.9% | -53.4% |
| YTD | -55.5% | -26.8% | -28.7% | -53.0% |
| 1Y | -50.5% | -27.9% | -22.6% | -47.4% |
| 3Y | +706.2% | -38.7% | +744.9% | +770.5% |
| 5Y | +165.2% | -59.0% | +224.2% | +174.1% |
| All | +230.9% | -3.4% | +234.3% | +242.4% |
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