+576.8%
ASTS vs PNR
+53.8%
+522.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.6% | +8.8% | +7.4% |
| 7D | +18.5% | -3.0% | +21.5% | +20.1% |
| 30D | -8.1% | -14.9% | +6.8% | -0.8% |
| 3M | -28.2% | -19.0% | -9.1% | -21.9% |
| 6M | -26.1% | -35.9% | +9.8% | -9.2% |
| YTD | -9.0% | -43.1% | +34.2% | +17.9% |
| 1Y | +62.2% | -46.4% | +108.6% | +117.6% |
| 3Y | +1,621.9% | -10.8% | +1,632.7% | +1,731.9% |
| 5Y | +457.0% | -18.9% | +475.9% | +436.7% |
| All | +576.8% | +53.8% | +522.9% | +537.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling