+253.1%
ASTS vs PSA
+99.5%
+153.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.1% | -5.6% |
| 7D | +14.2% | -2.1% | +16.3% | +15.0% |
| 30D | -26.7% | +15.6% | -42.3% | -30.3% |
| 3M | -53.6% | +4.1% | -57.6% | -54.3% |
| 6M | -52.7% | +9.2% | -61.9% | -54.7% |
| YTD | -52.5% | +32.3% | -84.8% | -57.5% |
| 1Y | -46.5% | +26.2% | -72.7% | -51.3% |
| 3Y | +700.5% | +53.7% | +646.8% | +580.1% |
| 5Y | +168.5% | +26.6% | +141.9% | +145.6% |
| All | +253.1% | +99.5% | +153.6% | +220.0% |
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