+979.3%
AAOI vs ASTS
+513.2%
+466.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.0% | -0.3% | -3.3% |
| 7D | +2.9% | -3.6% | +6.5% | +3.9% |
| 30D | -23.1% | -16.4% | -6.7% | -19.5% |
| 3M | -41.0% | -31.4% | -9.6% | -35.3% |
| 6M | -14.3% | -31.6% | +17.3% | -7.5% |
| YTD | +196.3% | -17.5% | +213.8% | +200.0% |
| 1Y | +272.6% | +59.4% | +213.2% | +228.7% |
| 3Y | +775.3% | +1,460.2% | -684.8% | +369.9% |
| 5Y | +1,290.2% | +413.4% | +876.8% | +697.8% |
| All | +979.3% | +513.2% | +466.1% | +486.6% |
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