+1,505.9%
ASTS vs PR
+73.2%
+1,432.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.8% |
| 7D | +7.3% | +2.9% | +4.4% | +6.3% |
| 30D | -8.9% | +18.0% | -26.9% | -13.8% |
| 3M | -41.9% | +16.9% | -58.8% | -45.3% |
| 6M | -40.6% | +28.2% | -68.8% | -47.1% |
| YTD | -14.2% | +69.3% | -83.5% | -32.3% |
| 1Y | +48.9% | +69.5% | -20.6% | +16.8% |
| All | +1,505.9% | +73.2% | +1,432.8% | +1,121.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling