+209.1%
ASTS vs PR
+614.1%
-405.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.9% | -10.4% | -14.9% |
| 7D | -29.9% | -16.5% | -13.3% | -28.9% |
| 30D | -52.2% | -4.5% | -47.6% | -52.0% |
| 3M | -55.8% | +8.5% | -64.4% | -56.1% |
| 6M | -52.7% | -3.3% | -49.4% | -52.8% |
| YTD | -58.4% | +55.7% | -114.1% | -60.0% |
| 1Y | -57.1% | +82.0% | -139.1% | -59.2% |
| 3Y | +629.5% | +62.5% | +567.0% | +596.9% |
| 5Y | +147.7% | +223.9% | -76.2% | +127.9% |
| All | +209.1% | +614.1% | -405.0% | +191.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling