+316.2%
ASTS vs PSKY
-77.2%
+393.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -4.8% | -3.7% | -7.4% |
| 7D | -20.2% | -24.6% | +4.3% | -14.8% |
| 30D | -32.2% | -36.1% | +3.9% | -24.9% |
| 3M | -41.2% | -53.4% | +12.2% | -31.3% |
| 6M | -41.2% | -53.4% | +12.2% | -31.3% |
| YTD | -41.2% | -53.4% | +12.2% | -31.3% |
| 1Y | -54.6% | -58.4% | +3.8% | -45.6% |
| 3Y | +1,182.6% | -40.7% | +1,223.3% | +1,263.1% |
| 5Y | +298.2% | -80.0% | +378.3% | +372.1% |
| All | +316.2% | -77.2% | +393.4% | +396.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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