+576.8%
ASTS vs PSX
+190.3%
+386.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.6% | +4.5% | +5.9% |
| 7D | +18.5% | +2.8% | +15.7% | +18.1% |
| 30D | -8.1% | +27.8% | -35.9% | -10.9% |
| 3M | -28.2% | +42.0% | -70.2% | -31.5% |
| 6M | -26.1% | +58.1% | -84.2% | -30.8% |
| YTD | -9.0% | +105.0% | -114.0% | -17.6% |
| 1Y | +62.2% | +104.9% | -42.7% | +46.6% |
| 3Y | +1,621.9% | +134.1% | +1,487.8% | +1,405.7% |
| 5Y | +457.0% | +363.8% | +93.2% | +361.4% |
| All | +576.8% | +190.3% | +386.5% | +476.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 10y: compounded portfolio wealth divided by compounded PSX 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…
10y analysis · Full analysis span regression · 6 months rolling