+174.0%
ASTS vs PSX
+274.8%
-100.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.5% | +7.6% | +7.2% |
| 7D | -21.1% | -13.1% | -8.0% | -18.9% |
| 30D | -46.7% | -9.5% | -37.2% | -45.9% |
| 3M | -52.0% | +20.2% | -72.2% | -54.2% |
| 6M | -54.3% | +44.9% | -99.2% | -58.3% |
| YTD | -55.5% | +94.4% | -149.9% | -62.5% |
| 1Y | -50.5% | +83.1% | -133.5% | -57.7% |
| 3Y | +706.2% | +132.2% | +574.1% | +522.5% |
| All | +174.0% | +274.8% | -100.9% | +88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling