+264.6%
ASTS vs PLUG
-45.9%
+310.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.5% | -7.7% | -5.1% |
| 7D | -15.8% | +2.8% | -18.6% | -16.4% |
| 30D | -39.0% | -22.8% | -16.3% | -34.2% |
| 3M | -49.3% | -32.4% | -16.9% | -43.1% |
| 6M | -47.9% | -53.4% | +5.4% | -35.1% |
| YTD | -51.0% | -25.9% | -25.1% | -45.9% |
| 1Y | -49.2% | -42.1% | -7.1% | -40.7% |
| 3Y | +760.4% | -77.9% | +838.3% | +909.7% |
| 5Y | +185.6% | -96.4% | +282.0% | +352.9% |
| All | +264.6% | -45.9% | +310.5% | +430.5% |
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 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