+185.6%
ASTS vs PR
+239.6%
-53.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.5% | +2.4% | -2.4% |
| 7D | -15.8% | -12.1% | -3.7% | -12.8% |
| 30D | -39.0% | +0.9% | -39.9% | -39.3% |
| 3M | -49.3% | +10.1% | -59.5% | -51.0% |
| 6M | -47.9% | +1.1% | -49.1% | -48.9% |
| YTD | -51.0% | +63.7% | -114.6% | -58.7% |
| 1Y | -49.2% | +87.0% | -136.2% | -59.0% |
| 3Y | +760.4% | +70.7% | +689.6% | +597.6% |
| 5Y | +185.6% | +246.8% | -61.2% | +82.9% |
| All | +185.6% | +239.6% | -53.9% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling