+1,539.7%
ASTS vs PPG
-11.7%
+1,551.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -1.1% |
| 7D | +7.3% | -1.5% | +8.8% | +8.8% |
| 30D | -8.9% | -5.0% | -3.9% | -4.8% |
| 3M | -41.9% | +1.1% | -43.1% | -43.5% |
| 6M | -40.6% | -3.2% | -37.4% | -39.3% |
| YTD | -14.2% | +11.9% | -26.1% | -24.2% |
| 1Y | +48.9% | +5.3% | +43.5% | +37.7% |
| All | +1,539.7% | -11.7% | +1,551.4% | +1,670.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling