+233.7%
ASTS vs OKTA
+66.9%
+166.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.6% |
| 7D | +0.8% | +8.4% | -7.6% | -1.7% |
| 30D | -22.6% | -13.7% | -8.9% | -18.3% |
| 3M | -54.4% | +18.0% | -72.4% | -57.4% |
| 6M | -56.4% | +133.8% | -190.3% | -69.4% |
| YTD | -55.1% | +111.5% | -166.6% | -68.1% |
| 1Y | -46.9% | +118.3% | -165.3% | -62.5% |
| 3Y | +715.0% | +168.0% | +547.0% | +438.4% |
| 5Y | +153.7% | -30.1% | +183.8% | +123.2% |
| All | +233.7% | +66.9% | +166.8% | +189.2% |
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