+174.0%
ASTS vs PWR
+348.8%
-174.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +6.3% | +0.8% | +2.3% |
| 7D | -21.1% | -12.9% | -8.2% | -12.6% |
| 30D | -46.7% | -22.8% | -23.8% | -35.4% |
| 3M | -52.0% | -19.0% | -33.0% | -44.3% |
| 6M | -54.3% | -31.1% | -23.2% | -39.9% |
| YTD | -55.5% | +28.3% | -83.7% | -64.1% |
| 1Y | -50.5% | +22.2% | -72.7% | -57.9% |
| 3Y | +706.2% | +222.2% | +484.1% | +218.0% |
| All | +174.0% | +348.8% | -174.8% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling