+209.1%
ASTS vs PLD
+77.2%
+131.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.1% | -13.1% | -14.1% |
| 7D | -29.9% | +0.4% | -30.3% | -30.0% |
| 30D | -52.2% | -0.1% | -52.1% | -52.2% |
| 3M | -55.8% | -7.9% | -47.9% | -53.9% |
| 6M | -52.7% | -7.0% | -45.8% | -51.5% |
| YTD | -58.4% | +3.1% | -61.5% | -59.7% |
| 1Y | -57.1% | +7.1% | -64.2% | -59.3% |
| 3Y | +629.5% | +32.9% | +596.6% | +528.9% |
| 5Y | +147.7% | +1.5% | +146.2% | +132.5% |
| All | +209.1% | +77.2% | +131.9% | +182.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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