+174.0%
ASTS vs PRU
+36.1%
+137.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.6% | +9.7% | +9.1% |
| 7D | -21.1% | +2.4% | -23.5% | -22.9% |
| 30D | -46.7% | +6.1% | -52.8% | -49.6% |
| 3M | -52.0% | -0.7% | -51.3% | -52.2% |
| 6M | -54.3% | +22.1% | -76.3% | -62.4% |
| YTD | -55.5% | +9.8% | -65.3% | -60.3% |
| 1Y | -50.5% | +19.4% | -69.8% | -58.9% |
| 3Y | +706.2% | +50.4% | +655.9% | +415.0% |
| All | +174.0% | +36.1% | +137.8% | +96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling