+230.9%
ASTS vs PWR
+1,207.5%
-976.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +6.3% | +0.8% | +3.4% |
| 7D | -21.1% | -12.9% | -8.2% | -14.5% |
| 30D | -46.7% | -22.8% | -23.8% | -38.3% |
| 3M | -52.0% | -19.0% | -33.0% | -46.0% |
| 6M | -54.3% | -31.1% | -23.2% | -43.6% |
| YTD | -55.5% | +28.2% | -83.7% | -60.9% |
| 1Y | -50.5% | +22.2% | -72.7% | -54.9% |
| 3Y | +706.2% | +222.1% | +484.1% | +367.0% |
| 5Y | +165.2% | +364.1% | -198.9% | +33.6% |
| All | +230.9% | +1,207.5% | -976.6% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 10y: compounded portfolio wealth divided by compounded PWR 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…
10y analysis · Full analysis span regression · 6 months rolling