+244.8%
ASTS vs PM
+235.2%
+9.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.6% | -9.3% | -8.7% |
| 7D | -9.3% | -6.6% | -2.7% | -8.6% |
| 30D | -33.9% | -3.4% | -30.4% | -33.7% |
| 3M | -51.0% | +5.3% | -56.3% | -51.4% |
| 6M | -55.1% | +15.5% | -70.6% | -56.5% |
| YTD | -53.6% | +24.3% | -77.9% | -55.9% |
| 1Y | -51.0% | +29.7% | -80.7% | -53.9% |
| 3Y | +681.7% | +144.9% | +536.8% | +508.5% |
| 5Y | +182.4% | +159.0% | +23.4% | +120.9% |
| All | +244.8% | +235.2% | +9.7% | +158.2% |
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