+160.4%
ASTS vs PSX
+306.7%
-146.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -5.7% |
| 7D | +0.8% | +7.8% | -7.0% | -0.6% |
| 30D | -22.6% | -10.9% | -11.7% | -21.1% |
| 3M | -54.4% | +14.5% | -68.9% | -55.9% |
| 6M | -56.4% | +56.1% | -112.5% | -60.9% |
| YTD | -55.1% | +109.6% | -164.7% | -62.7% |
| 1Y | -46.9% | +95.5% | -142.5% | -55.1% |
| 3Y | +715.0% | +156.2% | +558.8% | +518.9% |
| All | +160.4% | +306.7% | -146.3% | +77.1% |
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