+26.6%
PFE vs ASTS
-53.0%
+79.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.1% | -8.7% | -1.7% |
| 7D | -3.7% | -21.1% | +17.4% | -3.6% |
| 30D | +5.0% | -46.7% | +51.7% | +5.4% |
| 3M | +12.2% | -52.0% | +64.2% | +12.7% |
| 6M | +14.6% | -54.3% | +68.8% | +15.1% |
| YTD | +24.1% | -55.5% | +79.6% | +22.5% |
| 1Y | +26.6% | -50.5% | +77.0% | +23.0% |
| All | +26.6% | -53.0% | +79.6% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 1y: compounded portfolio wealth divided by compounded ASTS 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…
1y analysis · Full analysis span regression · 6 months rolling