+762.5%
ASTS vs PSX
+155.7%
+606.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.6% | -7.4% | -6.1% |
| 7D | +14.2% | +6.4% | +7.8% | +13.0% |
| 30D | -26.7% | -10.2% | -16.5% | -25.6% |
| 3M | -53.6% | +17.2% | -70.7% | -55.3% |
| 6M | -52.7% | +51.8% | -104.5% | -57.3% |
| YTD | -52.5% | +108.0% | -160.5% | -61.0% |
| 1Y | -46.5% | +96.1% | -142.6% | -55.4% |
| All | +762.5% | +155.7% | +606.8% | +474.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling