+1,505.9%
ASTS vs PPL
+57.3%
+1,448.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +7.3% | +2.7% | +4.7% | +8.0% |
| 30D | -8.9% | +0.5% | -9.3% | -8.7% |
| 3M | -41.9% | +0.7% | -42.6% | -41.8% |
| 6M | -40.6% | -7.6% | -33.0% | -40.9% |
| YTD | -14.2% | +1.8% | -16.0% | -14.5% |
| 1Y | +48.9% | -0.8% | +49.6% | +49.0% |
| All | +1,505.9% | +57.3% | +1,448.7% | +1,347.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling