+537.8%
ASTS vs PPL
+38.1%
+499.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +7.3% | +2.7% | +4.7% | +7.0% |
| 30D | -8.9% | +0.5% | -9.3% | -8.9% |
| 3M | -41.9% | +0.7% | -42.6% | -42.2% |
| 6M | -40.6% | -7.6% | -33.0% | -40.1% |
| YTD | -14.2% | +1.8% | -16.0% | -15.1% |
| 1Y | +48.9% | -0.8% | +49.6% | +47.8% |
| 3Y | +1,461.7% | +56.9% | +1,404.8% | +1,294.0% |
| 5Y | +404.1% | +39.5% | +364.6% | +360.7% |
| All | +537.8% | +38.1% | +499.7% | +481.1% |
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 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