+209.1%
ASTS vs PPL
+42.7%
+166.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.8% | -16.0% | -15.3% |
| 7D | -29.9% | +1.0% | -30.9% | -30.0% |
| 30D | -52.2% | +6.8% | -59.0% | -52.6% |
| 3M | -55.8% | +3.9% | -59.7% | -56.1% |
| 6M | -52.7% | -2.0% | -50.7% | -52.7% |
| YTD | -58.4% | +5.3% | -63.7% | -59.1% |
| 1Y | -57.1% | +2.2% | -59.3% | -57.6% |
| 3Y | +629.5% | +56.7% | +572.7% | +552.5% |
| 5Y | +147.7% | +49.1% | +98.7% | +125.1% |
| All | +209.1% | +42.7% | +166.4% | +180.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling