+653.1%
ASTS vs COO
-24.0%
+677.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.4% | -13.8% | -14.8% |
| 7D | -29.9% | +5.3% | -35.1% | -31.2% |
| 30D | -52.2% | +12.5% | -64.7% | -54.2% |
| 3M | -55.8% | -15.1% | -40.7% | -53.3% |
| 6M | -52.7% | +3.7% | -56.4% | -55.3% |
| YTD | -58.4% | -22.5% | -35.9% | -53.7% |
| 1Y | -57.1% | -7.8% | -49.3% | -56.0% |
| All | +653.1% | -24.0% | +677.1% | +821.9% |
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 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