+62.2%
ASTS vs OKTA
+83.8%
-21.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.8% | +7.9% | +6.3% |
| 7D | +18.5% | +0.7% | +17.8% | +18.3% |
| 30D | -8.1% | +13.0% | -21.1% | -9.7% |
| 3M | -28.2% | +43.4% | -71.6% | -30.8% |
| 6M | -26.1% | +107.6% | -133.7% | -33.5% |
| YTD | -9.0% | +93.8% | -102.8% | -16.9% |
| 1Y | +62.2% | +80.8% | -18.7% | +57.9% |
| All | +62.2% | +83.8% | -21.6% | +57.9% |
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