+706.2%
ASTS vs PTC
+32.2%
+674.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.2% | +6.8% | +7.0% |
| 7D | -21.1% | -0.2% | -20.8% | -21.0% |
| 30D | -46.7% | +0.8% | -47.5% | -46.8% |
| 3M | -52.0% | +32.1% | -84.1% | -55.2% |
| 6M | -54.3% | +42.6% | -96.9% | -59.2% |
| YTD | -55.5% | +12.0% | -67.5% | -54.4% |
| 1Y | -50.5% | +12.2% | -62.6% | -49.0% |
| 3Y | +706.2% | +31.2% | +675.0% | +663.5% |
| All | +706.2% | +32.2% | +674.1% | +663.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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