+209.1%
ASTS vs PWR
+1,130.6%
-921.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -12.3% | -2.9% | -8.1% |
| 7D | -29.9% | -19.9% | -10.0% | -20.3% |
| 30D | -52.2% | -29.3% | -22.9% | -41.8% |
| 3M | -55.8% | -25.5% | -30.4% | -48.0% |
| 6M | -52.7% | -34.0% | -18.7% | -40.2% |
| YTD | -58.4% | +20.7% | -79.1% | -62.2% |
| 1Y | -57.1% | +12.3% | -69.4% | -59.0% |
| 3Y | +629.5% | +201.9% | +427.6% | +338.2% |
| 5Y | +147.7% | +336.8% | -189.0% | +29.2% |
| All | +209.1% | +1,130.6% | -921.5% | +47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling