+48.9%
ASTS vs PLUG
+45.6%
+3.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.6% | -1.1% |
| 7D | +7.3% | -0.9% | +8.3% | +7.8% |
| 30D | -8.9% | +3.3% | -12.2% | -10.1% |
| 3M | -41.9% | -39.7% | -2.2% | -26.1% |
| 6M | -40.6% | -12.5% | -28.1% | -38.5% |
| YTD | -14.2% | +10.2% | -24.4% | -18.3% |
| 1Y | +48.9% | +50.7% | -1.8% | +27.6% |
| All | +48.9% | +45.6% | +3.2% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 1y: compounded portfolio wealth divided by compounded PLUG 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…
1y analysis · Full analysis span regression · 6 months rolling