+537.8%
ASTS vs PTC
+109.4%
+428.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.3% | +3.1% |
| 7D | +7.3% | -10.3% | +17.6% | +12.6% |
| 30D | -8.9% | +1.1% | -10.0% | -10.1% |
| 3M | -41.9% | +1.6% | -43.5% | -43.9% |
| 6M | -40.6% | -13.5% | -27.1% | -38.1% |
| YTD | -14.2% | -19.1% | +4.8% | -8.0% |
| 1Y | +48.9% | -33.9% | +82.7% | +80.1% |
| 3Y | +1,461.7% | -3.9% | +1,465.6% | +1,393.9% |
| 5Y | +404.1% | +6.0% | +398.1% | +343.5% |
| All | +537.8% | +109.4% | +428.4% | +463.0% |
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