+209.1%
ASTS vs PSA
+103.8%
+105.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.7% | -14.6% | -15.0% |
| 7D | -29.9% | +7.4% | -37.3% | -31.6% |
| 30D | -52.2% | +19.1% | -71.3% | -55.0% |
| 3M | -55.8% | +5.1% | -60.9% | -56.7% |
| 6M | -52.7% | +16.2% | -68.9% | -55.7% |
| YTD | -58.4% | +35.2% | -93.6% | -63.0% |
| 1Y | -57.1% | +27.1% | -84.2% | -61.0% |
| 3Y | +629.5% | +51.7% | +577.8% | +522.4% |
| 5Y | +147.7% | +31.8% | +115.9% | +124.9% |
| All | +209.1% | +103.8% | +105.3% | +178.2% |
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