+244.8%
ASTS vs PSA
+101.1%
+143.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.7% | -8.0% | -8.5% |
| 7D | -9.3% | +0.8% | -10.1% | -9.5% |
| 30D | -33.9% | +15.9% | -49.8% | -37.2% |
| 3M | -51.0% | +4.2% | -55.2% | -51.8% |
| 6M | -55.1% | +10.1% | -65.2% | -57.1% |
| YTD | -53.6% | +33.3% | -87.0% | -58.6% |
| 1Y | -51.0% | +28.2% | -79.2% | -55.6% |
| 3Y | +681.7% | +54.9% | +626.8% | +562.4% |
| 5Y | +182.4% | +28.3% | +154.1% | +157.6% |
| All | +244.8% | +101.1% | +143.7% | +211.7% |
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