-49.2%
ASTS vs OKTA
+114.8%
-163.9%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.2% |
| 7D | -15.8% | -14.2% | -1.6% | -14.0% |
| 30D | -39.0% | -12.5% | -26.6% | -37.9% |
| 3M | -49.3% | +29.2% | -78.6% | -50.4% |
| 6M | -47.9% | +147.3% | -195.3% | -52.4% |
| YTD | -51.0% | +120.9% | -171.9% | -55.5% |
| 1Y | -49.2% | +119.7% | -168.8% | -51.5% |
| All | -49.2% | +114.8% | -163.9% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 1y: compounded portfolio wealth divided by compounded OKTA 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…
1y analysis · Full analysis span regression · 6 months rolling