+681.7%
ASTS vs PSLV
+118.4%
+563.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.8% | -4.9% | -6.7% |
| 7D | -9.3% | +3.9% | -13.2% | -10.9% |
| 30D | -33.9% | -16.3% | -17.6% | -27.4% |
| 3M | -51.0% | -23.0% | -28.0% | -44.1% |
| 6M | -55.1% | -36.5% | -18.6% | -44.5% |
| YTD | -53.6% | -29.6% | -24.0% | -50.0% |
| 1Y | -51.0% | -0.5% | -50.4% | -58.5% |
| 3Y | +681.7% | +120.1% | +561.6% | +243.4% |
| All | +681.7% | +118.4% | +563.3% | +243.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling