+431.2%
ASTS vs PLUG
-91.8%
+523.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.6% | -0.7% |
| 7D | +7.3% | -0.9% | +8.3% | +7.7% |
| 30D | -8.9% | +3.3% | -12.2% | -9.7% |
| 3M | -41.9% | -39.7% | -2.2% | -30.4% |
| 6M | -40.6% | -12.5% | -28.1% | -38.4% |
| YTD | -14.2% | +10.2% | -24.4% | -16.7% |
| 1Y | +48.9% | +50.7% | -1.8% | +26.3% |
| 3Y | +1,461.7% | -74.5% | +1,536.2% | +1,750.5% |
| All | +431.2% | -91.8% | +523.0% | +749.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling