+916.5%
ASTS vs PSKY
-39.6%
+956.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -4.8% | -3.7% | -7.2% |
| 7D | -20.2% | -24.6% | +4.3% | -14.3% |
| 30D | -32.2% | -36.1% | +3.9% | -24.2% |
| 3M | -45.8% | -37.1% | -8.7% | -38.9% |
| 6M | -55.3% | -40.5% | -14.8% | -49.0% |
| YTD | -44.0% | -47.7% | +3.7% | -35.4% |
| 1Y | -54.6% | -58.4% | +3.8% | -45.0% |
| All | +916.5% | -39.6% | +956.1% | +915.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling