+653.1%
ASTS vs PM
+146.5%
+506.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.6% | -10.6% | -15.8% |
| 7D | -29.9% | -3.4% | -26.5% | -30.2% |
| 30D | -52.2% | +5.8% | -58.0% | -51.7% |
| 3M | -55.8% | +6.7% | -62.5% | -55.3% |
| 6M | -52.7% | +19.9% | -72.6% | -52.3% |
| YTD | -58.4% | +27.8% | -86.2% | -58.3% |
| 1Y | -57.1% | +39.4% | -96.5% | -57.0% |
| All | +653.1% | +146.5% | +506.7% | +515.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling