+195.6%
ASTS vs PM
+160.6%
+35.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -2.4% | +16.5% | +14.4% |
| 7D | +1.5% | -7.3% | +8.8% | +2.7% |
| 30D | -27.6% | -4.0% | -23.6% | -27.2% |
| 3M | -48.7% | +2.7% | -51.5% | -49.1% |
| 6M | -50.8% | +14.9% | -65.7% | -53.1% |
| YTD | -49.2% | +23.5% | -72.7% | -52.9% |
| 1Y | -46.7% | +30.4% | -77.0% | -51.6% |
| 3Y | +793.2% | +143.2% | +650.0% | +436.9% |
| 5Y | +195.6% | +159.5% | +36.1% | +89.6% |
| All | +195.6% | +160.6% | +35.0% | +89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling