-40.6%
ASTS vs OMC
+0.1%
-40.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | -0.4% |
| 7D | +7.3% | -6.4% | +13.7% | +5.7% |
| 30D | -8.9% | +1.1% | -10.0% | -9.0% |
| 3M | -41.9% | +10.4% | -52.3% | -42.6% |
| 6M | -40.6% | -1.7% | -38.9% | -32.2% |
| All | -40.6% | +0.1% | -40.7% | -32.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling