+1,505.9%
ASTS vs OMC
+15.0%
+1,490.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.8% |
| 7D | +7.3% | -6.4% | +13.7% | +8.7% |
| 30D | -8.9% | +1.1% | -10.0% | -9.4% |
| 3M | -41.9% | +10.4% | -52.3% | -44.2% |
| 6M | -40.6% | -1.7% | -38.9% | -40.8% |
| YTD | -14.2% | +4.4% | -18.7% | -16.6% |
| 1Y | +48.9% | +8.4% | +40.4% | +39.9% |
| All | +1,505.9% | +15.0% | +1,490.9% | +1,211.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling