+230.9%
ASTS vs PLD
+75.0%
+155.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.2% | +8.3% | +7.7% |
| 7D | -21.1% | -0.8% | -20.3% | -20.8% |
| 30D | -46.7% | -0.3% | -46.4% | -46.7% |
| 3M | -52.0% | -8.0% | -44.0% | -50.0% |
| 6M | -54.3% | -9.8% | -44.5% | -52.4% |
| YTD | -55.5% | +1.8% | -57.3% | -56.7% |
| 1Y | -50.5% | +5.6% | -56.1% | -52.7% |
| 3Y | +706.2% | +33.3% | +673.0% | +594.8% |
| 5Y | +165.2% | +0.3% | +164.9% | +150.4% |
| All | +230.9% | +75.0% | +155.9% | +203.9% |
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