+253.1%
ASTS vs PSLV
+144.3%
+108.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.5% | -2.3% | -4.6% |
| 7D | +14.2% | -4.3% | +18.5% | +16.2% |
| 30D | -26.7% | -16.6% | -10.1% | -22.0% |
| 3M | -53.6% | -24.6% | -29.0% | -49.1% |
| 6M | -52.7% | -42.5% | -10.2% | -44.3% |
| YTD | -52.5% | -31.7% | -20.8% | -47.5% |
| 1Y | -46.5% | -8.7% | -37.8% | -45.2% |
| 3Y | +700.5% | +113.6% | +586.8% | +604.1% |
| 5Y | +168.5% | +83.3% | +85.2% | +134.8% |
| All | +253.1% | +144.3% | +108.8% | +195.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling