+277.6%
ASTS vs OKTA
+62.1%
+215.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +5.3% | +8.8% | +12.3% |
| 7D | +1.5% | -3.9% | +5.5% | +3.4% |
| 30D | -27.6% | -23.5% | -4.1% | -20.4% |
| 3M | -48.7% | +19.7% | -68.4% | -52.5% |
| 6M | -50.8% | +111.6% | -162.5% | -64.2% |
| YTD | -49.2% | +105.4% | -154.6% | -63.5% |
| 1Y | -46.7% | +108.4% | -155.1% | -61.7% |
| 3Y | +793.2% | +167.8% | +625.4% | +490.5% |
| 5Y | +195.6% | -33.8% | +229.4% | +163.6% |
| All | +277.6% | +62.1% | +215.5% | +230.5% |
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 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