+1,505.9%
ASTS vs PTC
-3.9%
+1,509.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.3% | +2.3% |
| 7D | +7.3% | -10.3% | +17.6% | +11.1% |
| 30D | -8.9% | +1.1% | -10.0% | -9.8% |
| 3M | -41.9% | +1.6% | -43.5% | -42.9% |
| 6M | -40.6% | -13.5% | -27.1% | -36.4% |
| YTD | -14.2% | -19.1% | +4.8% | -4.8% |
| 1Y | +48.9% | -33.9% | +82.7% | +89.3% |
| All | +1,505.9% | -3.9% | +1,509.8% | +1,169.7% |
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