+244.8%
ASTS vs O
+6.5%
+238.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.1% | -8.7% | -8.7% |
| 7D | -9.3% | +3.5% | -12.9% | -10.0% |
| 30D | -33.9% | +10.4% | -44.3% | -35.4% |
| 3M | -51.0% | -2.4% | -48.6% | -50.8% |
| 6M | -55.1% | -1.2% | -53.9% | -55.3% |
| YTD | -53.6% | +10.4% | -64.0% | -55.1% |
| 1Y | -51.0% | +11.4% | -62.4% | -52.7% |
| 3Y | +681.7% | +40.4% | +641.3% | +610.8% |
| 5Y | +182.4% | +12.1% | +170.3% | +170.1% |
| All | +244.8% | +6.5% | +238.3% | +228.9% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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