+160.4%
ASTS vs COO
-40.4%
+200.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.2% | -5.9% |
| 7D | +0.8% | +0.5% | +0.4% | +0.7% |
| 30D | -22.6% | +14.2% | -36.8% | -28.5% |
| 3M | -54.4% | -18.2% | -36.2% | -49.6% |
| 6M | -56.4% | +5.3% | -61.8% | -60.2% |
| YTD | -55.1% | -23.6% | -31.6% | -48.7% |
| 1Y | -46.9% | -12.7% | -34.3% | -44.5% |
| 3Y | +715.0% | -24.2% | +739.2% | +774.9% |
| All | +160.4% | -40.4% | +200.8% | +248.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling