+230.9%
ASTS vs PM
+238.5%
-7.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.8% | +8.8% | +7.3% |
| 7D | -21.1% | -5.2% | -15.9% | -20.5% |
| 30D | -46.7% | +2.7% | -49.4% | -46.9% |
| 3M | -52.0% | +5.2% | -57.2% | -52.4% |
| 6M | -54.3% | +17.0% | -71.3% | -55.8% |
| YTD | -55.5% | +25.5% | -81.0% | -57.7% |
| 1Y | -50.5% | +35.5% | -86.0% | -53.8% |
| 3Y | +706.2% | +143.9% | +562.3% | +529.5% |
| 5Y | +165.2% | +161.8% | +3.4% | +107.4% |
| All | +230.9% | +238.5% | -7.6% | +147.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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