+537.8%
ASTS vs PSX
+185.8%
+352.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +7.3% | +4.5% | +2.8% | +6.8% |
| 30D | -8.9% | +26.6% | -35.5% | -11.6% |
| 3M | -41.9% | +39.3% | -81.2% | -44.5% |
| 6M | -40.6% | +56.8% | -97.4% | -44.3% |
| YTD | -14.2% | +101.8% | -116.0% | -22.2% |
| 1Y | +48.9% | +99.6% | -50.8% | +35.0% |
| 3Y | +1,461.7% | +140.3% | +1,321.3% | +1,262.2% |
| 5Y | +404.1% | +339.3% | +64.8% | +318.9% |
| All | +537.8% | +185.8% | +352.0% | +444.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling