+538.9%
ASTS vs OKTA
+57.7%
+481.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.1% | -8.7% | -6.6% |
| 7D | 0.0% | +5.9% | -5.8% | -2.0% |
| 30D | -9.2% | +14.6% | -23.8% | -14.6% |
| 3M | -29.6% | +44.0% | -73.6% | -38.7% |
| 6M | -30.5% | +116.7% | -147.2% | -50.2% |
| YTD | -14.1% | +99.8% | -113.8% | -37.7% |
| 1Y | +69.1% | +84.1% | -14.9% | +27.4% |
| 3Y | +1,525.5% | +97.7% | +1,427.8% | +1,076.4% |
| 5Y | +425.9% | -35.2% | +461.0% | +372.0% |
| All | +538.9% | +57.7% | +481.2% | +464.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling