+815.5%
ASTS vs OMC
+31.0%
+784.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | 0.0% | +8.7% | +8.7% |
| 7D | +2.8% | +1.6% | +1.2% | +2.6% |
| 30D | -28.8% | +15.3% | -44.2% | -30.6% |
| 3M | -48.9% | +4.5% | -53.3% | -49.3% |
| 6M | -55.6% | +20.8% | -76.4% | -58.0% |
| YTD | -49.6% | +13.5% | -63.1% | -51.5% |
| 1Y | -46.1% | +25.2% | -71.3% | -50.9% |
| All | +815.5% | +31.0% | +784.5% | +698.1% |
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