+233.7%
ASTS vs PSA
+99.1%
+134.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.4% |
| 7D | +0.8% | -1.4% | +2.3% | +1.4% |
| 30D | -22.6% | +15.2% | -37.8% | -26.4% |
| 3M | -54.4% | +2.2% | -56.6% | -54.9% |
| 6M | -56.4% | +11.7% | -68.1% | -58.6% |
| YTD | -55.1% | +32.0% | -87.1% | -59.8% |
| 1Y | -46.9% | +26.3% | -73.2% | -51.7% |
| 3Y | +715.0% | +52.4% | +662.6% | +594.5% |
| 5Y | +153.7% | +26.3% | +127.4% | +132.3% |
| All | +233.7% | +99.1% | +134.6% | +202.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 10y: compounded portfolio wealth divided by compounded PSA 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…
10y analysis · Full analysis span regression · 6 months rolling