+244.8%
ASTS vs PWR
+1,309.9%
-1,065.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.4% | -7.3% | -7.8% |
| 7D | -9.3% | -11.2% | +1.9% | -2.5% |
| 30D | -33.9% | -17.4% | -16.5% | -26.0% |
| 3M | -51.0% | -11.7% | -39.3% | -47.4% |
| 6M | -55.1% | -21.7% | -33.4% | -48.4% |
| YTD | -53.6% | +38.3% | -91.9% | -60.9% |
| 1Y | -51.0% | +29.6% | -80.5% | -56.7% |
| 3Y | +681.7% | +236.1% | +445.5% | +340.9% |
| 5Y | +182.4% | +406.3% | -224.0% | +36.4% |
| All | +244.8% | +1,309.9% | -1,065.1% | +52.2% |
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