+431.2%
ASTS vs PWR
+443.9%
-12.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.2% |
| 7D | +7.3% | +3.6% | +3.7% | +4.4% |
| 30D | -8.9% | -8.6% | -0.3% | -2.5% |
| 3M | -41.9% | -13.2% | -28.8% | -35.9% |
| 6M | -40.6% | +9.9% | -50.5% | -45.5% |
| YTD | -14.2% | +48.0% | -62.2% | -37.1% |
| 1Y | +48.9% | +66.2% | -17.3% | +2.6% |
| 3Y | +1,461.7% | +195.1% | +1,266.5% | +579.5% |
| All | +431.2% | +443.9% | -12.7% | +30.5% |
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 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