+706.2%
ASTS vs COO
-25.3%
+731.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.8% | +8.9% | +7.6% |
| 7D | -21.1% | +4.7% | -25.8% | -22.5% |
| 30D | -46.7% | +13.9% | -60.6% | -49.3% |
| 3M | -52.0% | -14.9% | -37.1% | -49.4% |
| 6M | -54.3% | +2.0% | -56.3% | -56.6% |
| YTD | -55.5% | -23.9% | -31.6% | -50.2% |
| 1Y | -50.5% | -9.6% | -40.9% | -48.9% |
| 3Y | +706.2% | -25.4% | +731.7% | +892.3% |
| All | +706.2% | -25.3% | +731.6% | +892.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling