+1,505.9%
ASTS vs PM
+117.4%
+1,388.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.2% | +0.2% |
| 7D | +7.3% | -4.9% | +12.2% | +7.1% |
| 30D | -8.9% | -3.4% | -5.5% | -9.0% |
| 3M | -41.9% | +5.2% | -47.1% | -42.4% |
| 6M | -40.6% | +3.7% | -44.3% | -41.4% |
| YTD | -14.2% | +15.8% | -30.0% | -16.6% |
| 1Y | +48.9% | +17.4% | +31.5% | +44.5% |
| All | +1,505.9% | +117.4% | +1,388.5% | +932.6% |
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