+230.9%
ASTS vs PNR
+79.6%
+151.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.4% | +9.4% | +8.2% |
| 7D | -21.1% | +2.8% | -23.9% | -22.5% |
| 30D | -46.7% | +31.2% | -77.9% | -53.6% |
| 3M | -52.0% | -2.1% | -49.9% | -52.0% |
| 6M | -54.3% | -14.0% | -40.3% | -52.1% |
| YTD | -55.5% | -33.6% | -21.9% | -47.0% |
| 1Y | -50.5% | -35.2% | -15.3% | -40.0% |
| 3Y | +706.2% | +15.8% | +690.4% | +655.3% |
| 5Y | +165.2% | -1.8% | +167.1% | +134.9% |
| All | +230.9% | +79.6% | +151.3% | +186.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling