+190.5%
ASTS vs ONON
+5.5%
+184.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.5% | +7.5% | +7.3% |
| 7D | -21.1% | +10.6% | -31.7% | -25.2% |
| 30D | -46.7% | +12.5% | -59.2% | -50.3% |
| 3M | -52.0% | +0.1% | -52.1% | -53.7% |
| 6M | -54.3% | +3.6% | -57.9% | -57.3% |
| YTD | -55.5% | -19.6% | -35.9% | -53.8% |
| 1Y | -50.5% | +5.2% | -55.7% | -56.3% |
| 3Y | +706.2% | +33.1% | +673.1% | +518.1% |
| 5Y | +165.2% | -4.7% | +169.9% | +93.8% |
| All | +190.5% | +5.5% | +184.9% | +101.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling