+576.8%
ASTS vs PPG
+0.3%
+576.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.5% | +8.6% | +7.4% |
| 7D | +18.5% | 0.0% | +18.5% | +18.4% |
| 30D | -8.1% | -7.8% | -0.3% | -4.3% |
| 3M | -28.2% | -2.2% | -26.0% | -27.8% |
| 6M | -26.1% | +4.1% | -30.2% | -27.6% |
| YTD | -9.0% | +9.1% | -18.0% | -13.0% |
| 1Y | +62.2% | +1.0% | +61.2% | +60.1% |
| 3Y | +1,621.9% | -13.3% | +1,635.1% | +1,713.5% |
| 5Y | +457.0% | -19.2% | +476.2% | +464.8% |
| All | +576.8% | +0.3% | +576.4% | +582.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling