+209.1%
ASTS vs PM
+244.7%
-35.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.6% | -10.6% | -14.7% |
| 7D | -29.9% | -3.4% | -26.5% | -29.5% |
| 30D | -52.2% | +5.8% | -58.0% | -52.5% |
| 3M | -55.8% | +6.7% | -62.5% | -56.2% |
| 6M | -52.7% | +19.9% | -72.6% | -54.4% |
| YTD | -58.4% | +27.8% | -86.2% | -60.6% |
| 1Y | -57.1% | +39.4% | -96.5% | -60.1% |
| 3Y | +629.5% | +146.9% | +482.6% | +469.4% |
| 5Y | +147.7% | +166.6% | -18.9% | +93.4% |
| All | +209.1% | +244.7% | -35.6% | +131.0% |
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