+1,065.6%
AAOI vs ASTS
+576.8%
+488.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.1% | -0.4% | +4.2% |
| 7D | +7.9% | +18.5% | -10.6% | +3.3% |
| 30D | -17.8% | -8.1% | -9.7% | -15.9% |
| 3M | -43.3% | -28.2% | -15.1% | -38.4% |
| 6M | +16.7% | -26.1% | +42.8% | +23.5% |
| YTD | +220.0% | -9.0% | +229.0% | +216.1% |
| 1Y | +372.1% | +62.2% | +309.9% | +312.8% |
| 3Y | +845.3% | +1,621.9% | -776.5% | +395.2% |
| 5Y | +1,333.8% | +457.0% | +876.8% | +704.4% |
| All | +1,065.6% | +576.8% | +488.9% | +518.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling