+537.8%
ASTS vs PLUG
-19.6%
+557.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.6% | -0.5% |
| 7D | +7.3% | -0.9% | +8.3% | +7.6% |
| 30D | -8.9% | +3.3% | -12.2% | -9.5% |
| 3M | -41.9% | -39.7% | -2.2% | -32.9% |
| 6M | -40.6% | -12.5% | -28.1% | -38.7% |
| YTD | -14.2% | +10.2% | -24.4% | -15.7% |
| 1Y | +48.9% | +50.7% | -1.8% | +32.4% |
| 3Y | +1,461.7% | -74.5% | +1,536.2% | +1,632.7% |
| 5Y | +404.1% | -91.8% | +495.9% | +579.2% |
| All | +537.8% | -19.6% | +557.4% | +727.1% |
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