+209.1%
ASTS vs COO
-13.1%
+222.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.4% | -13.8% | -14.7% |
| 7D | -29.9% | +5.3% | -35.1% | -31.5% |
| 30D | -52.2% | +12.5% | -64.7% | -54.6% |
| 3M | -55.8% | -15.1% | -40.7% | -53.2% |
| 6M | -52.7% | +3.7% | -56.4% | -55.3% |
| YTD | -58.4% | -22.5% | -35.9% | -54.5% |
| 1Y | -57.1% | -7.8% | -49.3% | -56.6% |
| 3Y | +629.5% | -24.1% | +653.6% | +686.9% |
| 5Y | +147.7% | -40.1% | +187.8% | +180.5% |
| All | +209.1% | -13.1% | +222.2% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling