+553.1%
ASTS vs PL
+84.9%
+468.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.9% |
| 7D | +7.3% | -9.3% | +16.6% | +12.1% |
| 30D | -8.9% | -18.9% | +10.0% | +0.5% |
| 3M | -41.9% | -58.4% | +16.4% | -13.6% |
| 6M | -40.6% | -30.3% | -10.3% | -28.8% |
| YTD | -14.2% | -8.1% | -6.1% | -7.3% |
| 1Y | +48.9% | +180.5% | -131.6% | +0.8% |
| 3Y | +1,461.7% | +444.1% | +1,017.5% | +617.9% |
| 5Y | +404.1% | +83.0% | +321.1% | +216.2% |
| All | +553.1% | +84.9% | +468.2% | +314.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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