+460.8%
ASTS vs ONON
-24.2%
+485.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.6% | -4.0% | -4.8% |
| 7D | 0.0% | -3.5% | +3.5% | +1.7% |
| 30D | -9.2% | -30.8% | +21.6% | +6.8% |
| 3M | -29.6% | -29.8% | +0.2% | -18.8% |
| 6M | -30.5% | -34.8% | +4.4% | -18.1% |
| YTD | -14.1% | -42.3% | +28.2% | +6.7% |
| 1Y | +69.1% | -39.5% | +108.6% | +102.2% |
| 3Y | +1,525.5% | -9.3% | +1,534.8% | +1,420.0% |
| All | +460.8% | -24.2% | +485.0% | +365.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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