+209.1%
ASTS vs PLUG
-50.0%
+259.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -7.5% | -7.7% | -13.1% |
| 7D | -29.9% | -4.9% | -25.0% | -28.7% |
| 30D | -52.2% | -27.4% | -24.7% | -47.3% |
| 3M | -55.8% | -35.7% | -20.1% | -49.5% |
| 6M | -52.7% | -59.3% | +6.6% | -38.5% |
| YTD | -58.4% | -31.5% | -26.9% | -53.0% |
| 1Y | -57.1% | -48.9% | -8.2% | -48.1% |
| 3Y | +629.5% | -79.6% | +709.1% | +777.6% |
| 5Y | +147.7% | -96.5% | +244.2% | +300.5% |
| All | +209.1% | -50.0% | +259.1% | +361.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling