+1,505.9%
ASTS vs PWR
+195.8%
+1,310.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.2% |
| 7D | +7.3% | +3.6% | +3.7% | +4.5% |
| 30D | -8.9% | -8.6% | -0.3% | -2.7% |
| 3M | -41.9% | -13.2% | -28.8% | -36.0% |
| 6M | -40.6% | +9.9% | -50.5% | -45.2% |
| YTD | -14.2% | +48.0% | -62.2% | -36.4% |
| 1Y | +48.9% | +66.2% | -17.3% | +5.1% |
| All | +1,505.9% | +195.8% | +1,310.1% | +680.5% |
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