+457.0%
ASTS vs PSLV
+153.7%
+303.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.7% | +6.9% | +6.4% |
| 7D | +18.5% | +2.7% | +15.8% | +17.3% |
| 30D | -8.1% | +3.5% | -11.5% | -9.2% |
| 3M | -28.2% | +0.3% | -28.5% | -28.2% |
| 6M | -26.1% | -21.0% | -5.1% | -20.7% |
| YTD | -9.0% | -8.9% | 0.0% | -9.5% |
| 1Y | +62.2% | +54.0% | +8.2% | +32.9% |
| 3Y | +1,621.9% | +175.4% | +1,446.4% | +1,144.3% |
| 5Y | +457.0% | +157.7% | +299.4% | +262.2% |
| All | +457.0% | +153.7% | +303.3% | +262.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling