+230.9%
ASTS vs PLUG
-46.3%
+277.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +7.4% | -0.4% | +5.0% |
| 7D | -21.1% | +5.8% | -26.9% | -22.1% |
| 30D | -46.7% | -18.5% | -28.2% | -43.1% |
| 3M | -52.0% | -30.0% | -22.1% | -46.5% |
| 6M | -54.3% | -56.2% | +1.9% | -41.7% |
| YTD | -55.5% | -26.4% | -29.1% | -50.7% |
| 1Y | -50.5% | -42.2% | -8.2% | -42.0% |
| 3Y | +706.2% | -76.8% | +783.1% | +837.8% |
| 5Y | +165.2% | -96.2% | +261.4% | +320.4% |
| All | +230.9% | -46.3% | +277.2% | +383.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling