+706.2%
ASTS vs PSA
+50.8%
+655.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.9% | +7.9% | +7.3% |
| 7D | -21.1% | +3.9% | -25.0% | -22.1% |
| 30D | -46.7% | +19.7% | -66.4% | -49.9% |
| 3M | -52.0% | +4.3% | -56.3% | -52.7% |
| 6M | -54.3% | +11.4% | -65.6% | -56.6% |
| YTD | -55.5% | +33.9% | -89.4% | -61.0% |
| 1Y | -50.5% | +28.3% | -78.8% | -55.9% |
| 3Y | +706.2% | +53.5% | +652.8% | +735.9% |
| All | +706.2% | +50.8% | +655.5% | +735.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling