+431.2%
ASTS vs OKTA
-36.5%
+467.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +7.3% | +2.6% | +4.7% | +6.2% |
| 30D | -8.9% | +16.0% | -24.9% | -15.3% |
| 3M | -41.9% | +38.2% | -80.1% | -49.6% |
| 6M | -40.6% | +137.8% | -178.4% | -61.8% |
| YTD | -14.2% | +97.3% | -111.5% | -40.7% |
| 1Y | +48.9% | +90.1% | -41.3% | +5.3% |
| 3Y | +1,461.7% | +98.0% | +1,363.7% | +962.3% |
| All | +431.2% | -36.5% | +467.7% | +489.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling