+537.8%
ASTS vs PSKY
-64.4%
+602.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | +7.3% | -0.2% | +7.5% | +7.5% |
| 30D | -8.9% | +24.0% | -32.8% | -12.8% |
| 3M | -41.9% | +2.2% | -44.1% | -42.2% |
| 6M | -40.6% | -9.0% | -31.6% | -39.7% |
| YTD | -14.2% | -18.1% | +3.9% | -12.0% |
| 1Y | +48.9% | -25.1% | +74.0% | +54.3% |
| 3Y | +1,461.7% | -16.3% | +1,478.0% | +1,409.9% |
| 5Y | +404.1% | -70.4% | +474.5% | +435.0% |
| All | +537.8% | -64.4% | +602.2% | +579.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling