+48.9%
ASTS vs OSCR
+75.7%
-26.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +7.3% | +5.8% | +1.5% | +5.4% |
| 30D | -8.9% | +7.1% | -16.0% | -11.3% |
| 3M | -41.9% | +36.7% | -78.6% | -47.7% |
| 6M | -40.6% | +114.3% | -154.9% | -57.2% |
| YTD | -14.2% | +124.4% | -138.6% | -39.0% |
| 1Y | +48.9% | +75.5% | -26.6% | +15.6% |
| All | +48.9% | +75.7% | -26.9% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 1y: compounded portfolio wealth divided by compounded OSCR 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…
1y analysis · Full analysis span regression · 6 months rolling