+706.2%
ASTS vs PNR
+14.7%
+691.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.4% | +9.4% | +8.4% |
| 7D | -21.1% | +2.8% | -23.9% | -22.7% |
| 30D | -46.7% | +31.2% | -77.9% | -55.1% |
| 3M | -52.0% | -2.1% | -49.9% | -51.7% |
| 6M | -54.3% | -14.0% | -40.3% | -50.7% |
| YTD | -55.5% | -33.6% | -21.9% | -42.0% |
| 1Y | -50.5% | -35.2% | -15.3% | -33.8% |
| 3Y | +706.2% | +15.8% | +690.4% | +549.8% |
| All | +706.2% | +14.7% | +691.5% | +549.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling