+513.2%
ASTS vs PSLV
+216.0%
+297.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.3% | +1.3% | -2.4% |
| 7D | -3.6% | -4.9% | +1.3% | -2.1% |
| 30D | -16.4% | -1.9% | -14.5% | -15.8% |
| 3M | -31.4% | +4.2% | -35.6% | -32.0% |
| 6M | -31.6% | -27.6% | -4.0% | -25.7% |
| YTD | -17.5% | -11.7% | -5.8% | -16.2% |
| 1Y | +59.4% | +49.3% | +10.1% | +41.7% |
| 3Y | +1,460.2% | +167.1% | +1,293.0% | +1,163.8% |
| 5Y | +413.4% | +151.7% | +261.7% | +310.7% |
| All | +513.2% | +216.0% | +297.2% | +371.1% |
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