+1,505.9%
ASTS vs PRU
+47.2%
+1,458.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +1.0% |
| 7D | +7.3% | +1.9% | +5.5% | +5.9% |
| 30D | -8.9% | +2.7% | -11.6% | -10.8% |
| 3M | -41.9% | +19.5% | -61.4% | -49.9% |
| 6M | -40.6% | +26.6% | -67.2% | -51.3% |
| YTD | -14.2% | +12.3% | -26.5% | -23.2% |
| 1Y | +48.9% | +18.0% | +30.8% | +28.0% |
| All | +1,505.9% | +47.2% | +1,458.8% | +941.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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