+233.7%
ASTS vs PODD
+4.7%
+229.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.1% | -7.6% | -6.1% |
| 7D | +0.8% | +4.1% | -3.2% | -0.2% |
| 30D | -22.6% | +13.9% | -36.5% | -25.6% |
| 3M | -54.4% | +4.1% | -58.5% | -55.1% |
| 6M | -56.4% | +2.4% | -58.9% | -58.1% |
| YTD | -55.1% | -46.4% | -8.8% | -46.9% |
| 1Y | -46.9% | -54.2% | +7.2% | -33.5% |
| 3Y | +715.0% | -6.9% | +721.9% | +689.8% |
| 5Y | +153.7% | -51.6% | +205.3% | +182.9% |
| All | +233.7% | +4.7% | +229.0% | +247.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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