-49.2%
ASTS vs PSLV
+7.9%
-57.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.0% | -10.1% | -6.6% |
| 7D | -15.8% | -2.6% | -13.2% | -15.1% |
| 30D | -39.0% | -14.2% | -24.9% | -35.0% |
| 3M | -49.3% | -12.2% | -37.1% | -46.5% |
| 6M | -47.9% | -28.1% | -19.9% | -41.3% |
| YTD | -51.0% | -28.2% | -22.8% | -43.9% |
| 1Y | -49.2% | +9.1% | -58.3% | -47.0% |
| All | -49.2% | +7.9% | -57.0% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 1y: compounded portfolio wealth divided by compounded PSLV 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…
1y analysis · Full analysis span regression · 6 months rolling