+537.8%
ASTS vs PSLV
+228.3%
+309.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | +7.3% | -0.6% | +8.0% | +7.6% |
| 30D | -8.9% | +7.3% | -16.1% | -10.7% |
| 3M | -41.9% | -7.4% | -34.5% | -40.5% |
| 6M | -40.6% | -20.3% | -20.3% | -37.2% |
| YTD | -14.2% | -8.2% | -6.0% | -13.8% |
| 1Y | +48.9% | +57.9% | -9.1% | +30.3% |
| 3Y | +1,461.7% | +162.1% | +1,299.6% | +1,154.2% |
| 5Y | +404.1% | +151.2% | +253.0% | +300.2% |
| All | +537.8% | +228.3% | +309.5% | +384.5% |
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