+244.8%
ASTS vs COO
-13.0%
+257.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.6% | -8.1% | -8.4% |
| 7D | -9.3% | +4.5% | -13.8% | -10.9% |
| 30D | -33.9% | +16.9% | -50.8% | -38.2% |
| 3M | -51.0% | -16.7% | -34.3% | -47.6% |
| 6M | -55.1% | +5.9% | -61.1% | -57.9% |
| YTD | -53.6% | -22.4% | -31.2% | -49.2% |
| 1Y | -51.0% | -10.1% | -40.9% | -49.8% |
| 3Y | +681.7% | -22.8% | +704.4% | +737.4% |
| 5Y | +182.4% | -41.4% | +223.8% | +220.7% |
| All | +244.8% | -13.0% | +257.8% | +288.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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