+431.2%
ASTS vs PPL
+39.5%
+391.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +7.3% | +2.7% | +4.7% | +6.5% |
| 30D | -8.9% | +0.5% | -9.3% | -9.0% |
| 3M | -41.9% | +0.7% | -42.6% | -42.5% |
| 6M | -40.6% | -7.6% | -33.0% | -39.5% |
| YTD | -14.2% | +1.8% | -16.0% | -16.5% |
| 1Y | +48.9% | -0.8% | +49.6% | +46.2% |
| 3Y | +1,461.7% | +56.9% | +1,404.8% | +1,002.1% |
| All | +431.2% | +39.5% | +391.7% | +286.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling