+537.8%
ASTS vs PSA
+79.0%
+458.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | +7.3% | -3.7% | +11.0% | +8.7% |
| 30D | -8.9% | -7.7% | -1.1% | -6.5% |
| 3M | -41.9% | -0.6% | -41.3% | -42.6% |
| 6M | -40.6% | -0.9% | -39.7% | -41.2% |
| YTD | -14.2% | +18.7% | -32.9% | -20.2% |
| 1Y | +48.9% | +7.6% | +41.2% | +43.1% |
| 3Y | +1,461.7% | +23.7% | +1,438.0% | +1,328.7% |
| 5Y | +404.1% | +13.7% | +390.5% | +379.6% |
| All | +537.8% | +79.0% | +458.8% | +500.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling