+274.8%
ASTS vs PSLV
+153.1%
+121.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.5% | +8.2% | +8.5% |
| 7D | +2.8% | -1.5% | +4.3% | +3.5% |
| 30D | -28.8% | -15.2% | -13.6% | -24.7% |
| 3M | -48.9% | -21.4% | -27.5% | -44.7% |
| 6M | -55.6% | -39.9% | -15.7% | -48.5% |
| YTD | -49.6% | -29.3% | -20.3% | -44.9% |
| 1Y | -46.1% | -1.6% | -44.5% | -45.9% |
| 3Y | +749.7% | +121.3% | +628.4% | +638.4% |
| 5Y | +193.2% | +89.9% | +103.3% | +153.3% |
| All | +274.8% | +153.1% | +121.7% | +209.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling