+706.2%
ASTS vs OKTA
+141.0%
+565.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.4% | +8.5% | +7.6% |
| 7D | -21.1% | -19.0% | -2.1% | -14.5% |
| 30D | -46.7% | -22.6% | -24.1% | -41.5% |
| 3M | -52.0% | +17.5% | -69.5% | -55.3% |
| 6M | -54.3% | +117.8% | -172.1% | -69.0% |
| YTD | -55.5% | +95.1% | -150.6% | -69.1% |
| 1Y | -50.5% | +96.4% | -146.9% | -65.4% |
| 3Y | +706.2% | +149.0% | +557.3% | +416.2% |
| All | +706.2% | +141.0% | +565.2% | +416.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling