+653.1%
ASTS vs PWR
+202.1%
+451.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -12.3% | -2.9% | -6.0% |
| 7D | -29.9% | -19.9% | -10.0% | -17.5% |
| 30D | -52.2% | -29.3% | -22.9% | -38.4% |
| 3M | -55.8% | -25.5% | -30.4% | -45.6% |
| 6M | -52.7% | -34.0% | -18.7% | -36.1% |
| YTD | -58.4% | +20.7% | -79.1% | -64.6% |
| 1Y | -57.1% | +12.3% | -69.4% | -60.9% |
| All | +653.1% | +202.1% | +451.0% | +302.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling