+421.3%
AAOI vs ASTS
+233.7%
+187.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.5% | -0.1% | -4.2% |
| 7D | -0.5% | +0.8% | -1.3% | -0.5% |
| 30D | -42.1% | -22.6% | -19.5% | -37.5% |
| 3M | -61.6% | -54.4% | -7.2% | -52.8% |
| 6M | -77.6% | -56.4% | -21.2% | -72.4% |
| YTD | +43.1% | -55.1% | +98.2% | +70.5% |
| 1Y | +138.6% | -46.9% | +185.5% | +174.1% |
| 3Y | +353.5% | +715.0% | -361.5% | +190.7% |
| 5Y | +720.6% | +153.7% | +566.9% | +460.4% |
| All | +421.3% | +233.7% | +187.6% | +233.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 ASTS 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