+537.8%
ASTS vs PM
+212.3%
+325.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.2% | +0.5% |
| 7D | +7.3% | -4.9% | +12.2% | +8.0% |
| 30D | -8.9% | -3.4% | -5.5% | -8.6% |
| 3M | -41.9% | +5.2% | -47.1% | -42.9% |
| 6M | -40.6% | +3.7% | -44.3% | -41.6% |
| YTD | -14.2% | +15.8% | -30.0% | -17.7% |
| 1Y | +48.9% | +17.4% | +31.5% | +41.8% |
| 3Y | +1,461.7% | +116.9% | +1,344.7% | +1,144.7% |
| 5Y | +404.1% | +117.3% | +286.8% | +300.5% |
| All | +537.8% | +212.3% | +325.5% | +382.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling