-57.1%
ASTS vs PPL
+1.1%
-58.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.8% | -16.0% | -14.5% |
| 7D | -29.9% | +1.0% | -30.9% | -29.0% |
| 30D | -52.2% | +6.8% | -59.0% | -49.2% |
| 3M | -55.8% | +3.9% | -59.7% | -54.3% |
| 6M | -52.7% | -2.0% | -50.7% | -53.0% |
| YTD | -58.4% | +5.3% | -63.7% | -56.5% |
| 1Y | -57.1% | +2.2% | -59.3% | -55.0% |
| All | -57.1% | +1.1% | -58.2% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 1y: compounded portfolio wealth divided by compounded PPL 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…
1y analysis · Full analysis span regression · 6 months rolling