+160.4%
ASTS vs OMC
+52.4%
+107.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.3% | -6.8% | -6.0% |
| 7D | +0.8% | +1.9% | -1.0% | +0.2% |
| 30D | -22.6% | +12.2% | -34.8% | -26.5% |
| 3M | -54.4% | +0.6% | -55.0% | -54.9% |
| 6M | -56.4% | +21.0% | -77.4% | -61.3% |
| YTD | -55.1% | +12.4% | -67.5% | -59.4% |
| 1Y | -46.9% | +25.4% | -72.4% | -55.7% |
| 3Y | +715.0% | +29.2% | +685.8% | +525.9% |
| All | +160.4% | +52.4% | +107.9% | +80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling