+253.1%
ASTS vs O
+6.0%
+247.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -5.7% |
| 7D | +14.2% | -0.4% | +14.6% | +14.3% |
| 30D | -26.7% | +8.3% | -35.0% | -28.0% |
| 3M | -53.6% | -4.0% | -49.6% | -53.2% |
| 6M | -52.7% | -2.6% | -50.1% | -52.8% |
| YTD | -52.5% | +9.9% | -62.4% | -54.0% |
| 1Y | -46.5% | +9.8% | -56.3% | -48.2% |
| 3Y | +700.5% | +39.7% | +660.7% | +628.7% |
| 5Y | +168.5% | +9.2% | +159.3% | +157.4% |
| All | +253.1% | +6.0% | +247.1% | +237.2% |
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