+209.1%
ASTS vs PTC
+188.9%
+20.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.3% | -14.9% | -15.1% |
| 7D | -29.9% | -0.1% | -29.8% | -29.8% |
| 30D | -52.2% | +0.8% | -53.0% | -52.3% |
| 3M | -55.8% | +39.6% | -95.4% | -63.0% |
| 6M | -52.7% | +41.5% | -94.2% | -61.9% |
| YTD | -58.4% | +11.7% | -70.1% | -62.1% |
| 1Y | -57.1% | +2.4% | -59.5% | -58.8% |
| 3Y | +629.5% | +31.9% | +597.5% | +493.6% |
| 5Y | +147.7% | +54.5% | +93.2% | +82.7% |
| All | +209.1% | +188.9% | +20.2% | +131.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling