+538.9%
ASTS vs PPG
-2.0%
+540.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.3% | -3.3% | -4.4% |
| 7D | 0.0% | -3.7% | +3.8% | +1.9% |
| 30D | -9.2% | -7.2% | -2.0% | -5.8% |
| 3M | -29.6% | -7.3% | -22.3% | -27.2% |
| 6M | -30.5% | +0.3% | -30.7% | -30.5% |
| YTD | -14.1% | +6.5% | -20.6% | -16.8% |
| 1Y | +69.1% | +0.5% | +68.6% | +67.3% |
| 3Y | +1,525.5% | -15.3% | +1,540.8% | +1,633.2% |
| 5Y | +425.9% | -22.9% | +448.8% | +439.0% |
| All | +538.9% | -2.0% | +540.9% | +552.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded PPG 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling