+233.7%
ASTS vs PWR
+1,355.5%
-1,121.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -5.1% |
| 7D | +0.8% | +11.3% | -10.5% | -4.8% |
| 30D | -22.6% | -8.9% | -13.8% | -18.3% |
| 3M | -54.4% | -10.5% | -43.9% | -51.5% |
| 6M | -56.4% | -22.2% | -34.3% | -49.9% |
| YTD | -55.1% | +42.7% | -97.9% | -62.8% |
| 1Y | -46.9% | +41.1% | -88.1% | -55.2% |
| 3Y | +715.0% | +242.7% | +472.3% | +354.4% |
| 5Y | +153.7% | +418.5% | -264.8% | +20.6% |
| All | +233.7% | +1,355.5% | -1,121.8% | +44.8% |
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