-54.3%
ASTS vs PWR
-30.1%
-24.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +6.3% | +0.8% | +2.3% |
| 7D | -21.1% | -12.9% | -8.2% | -13.0% |
| 30D | -46.7% | -22.8% | -23.8% | -35.5% |
| 3M | -52.0% | -19.0% | -33.0% | -44.1% |
| 6M | -54.3% | -31.1% | -23.2% | -30.3% |
| All | -54.3% | -30.1% | -24.2% | -30.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling