+230.9%
ASTS vs O
+5.7%
+225.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.8% | +7.8% | +7.2% |
| 7D | -21.1% | +3.7% | -24.8% | -21.8% |
| 30D | -46.7% | +11.2% | -57.9% | -48.0% |
| 3M | -52.0% | -4.0% | -48.0% | -51.7% |
| 6M | -54.3% | -5.2% | -49.0% | -54.0% |
| YTD | -55.5% | +9.5% | -65.0% | -56.9% |
| 1Y | -50.5% | +10.6% | -61.1% | -52.2% |
| 3Y | +706.2% | +38.1% | +668.1% | +635.6% |
| 5Y | +165.2% | +10.2% | +155.0% | +154.2% |
| All | +230.9% | +5.7% | +225.3% | +216.2% |
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