+274.8%
ASTS vs PR
+646.9%
-372.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.8% | +5.9% | +8.5% |
| 7D | +2.8% | -0.5% | +3.3% | +2.9% |
| 30D | -28.8% | -4.6% | -24.2% | -28.6% |
| 3M | -48.9% | +4.7% | -53.6% | -49.1% |
| 6M | -55.6% | +12.4% | -68.1% | -56.2% |
| YTD | -49.6% | +62.9% | -112.4% | -51.6% |
| 1Y | -46.1% | +70.6% | -116.6% | -48.4% |
| 3Y | +749.7% | +90.0% | +659.6% | +704.7% |
| 5Y | +193.2% | +255.5% | -62.3% | +168.6% |
| All | +274.8% | +646.9% | -372.1% | +252.4% |
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