-50.5%
ASTS vs PM
+36.8%
-87.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.8% | +8.8% | +6.4% |
| 7D | -21.1% | -5.2% | -15.9% | -22.7% |
| 30D | -46.7% | +2.7% | -49.4% | -45.6% |
| 3M | -52.0% | +5.2% | -57.2% | -50.5% |
| 6M | -54.3% | +17.0% | -71.3% | -52.4% |
| YTD | -55.5% | +25.5% | -81.0% | -52.1% |
| 1Y | -50.5% | +35.5% | -86.0% | -41.4% |
| All | -50.5% | +36.8% | -87.3% | -41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling