+457.0%
ASTS vs PPG
-18.4%
+475.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.5% | +8.6% | +8.2% |
| 7D | +18.5% | 0.0% | +18.5% | +18.4% |
| 30D | -8.1% | -7.8% | -0.3% | -1.7% |
| 3M | -28.2% | -2.2% | -26.0% | -27.9% |
| 6M | -26.1% | +4.1% | -30.2% | -29.3% |
| YTD | -9.0% | +9.1% | -18.0% | -17.2% |
| 1Y | +62.2% | +1.0% | +61.2% | +56.4% |
| 3Y | +1,621.9% | -13.3% | +1,635.1% | +1,793.1% |
| 5Y | +457.0% | -19.2% | +476.2% | +468.2% |
| All | +457.0% | -18.4% | +475.4% | +468.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling