+1,522.7%
ASTS vs PSLV
+177.1%
+1,345.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.9% |
| 7D | +7.3% | -0.6% | +8.0% | +7.8% |
| 30D | -8.9% | +7.3% | -16.1% | -11.8% |
| 3M | -41.9% | -7.4% | -34.5% | -39.7% |
| 6M | -40.6% | -20.3% | -20.3% | -35.3% |
| YTD | -14.2% | -8.2% | -6.0% | -18.3% |
| 1Y | +48.9% | +57.9% | -9.1% | -1.2% |
| All | +1,522.7% | +177.1% | +1,345.5% | +706.4% |
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