+230.9%
ASTS vs OMC
+44.3%
+186.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.8% | +7.9% | +7.3% |
| 7D | -21.1% | +6.3% | -27.4% | -22.5% |
| 30D | -46.7% | +15.4% | -62.1% | -48.9% |
| 3M | -52.0% | +5.8% | -57.8% | -53.1% |
| 6M | -54.3% | +14.7% | -68.9% | -56.8% |
| YTD | -55.5% | +10.3% | -65.8% | -57.9% |
| 1Y | -50.5% | +23.2% | -73.7% | -55.1% |
| 3Y | +706.2% | +24.6% | +681.6% | +623.8% |
| 5Y | +165.2% | +50.1% | +115.1% | +131.8% |
| All | +230.9% | +44.3% | +186.6% | +192.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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