+378.5%
ASTS vs OSCR
-9.5%
+388.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.6% | -6.6% | -4.7% |
| 7D | -3.6% | +1.1% | -4.6% | -3.8% |
| 30D | -16.4% | +16.5% | -32.8% | -19.6% |
| 3M | -31.4% | +17.0% | -48.4% | -34.3% |
| 6M | -31.6% | +145.0% | -176.5% | -46.5% |
| YTD | -17.5% | +126.7% | -144.2% | -34.1% |
| 1Y | +59.4% | +67.2% | -7.8% | +34.6% |
| 3Y | +1,460.2% | +405.1% | +1,055.0% | +806.7% |
| 5Y | +413.4% | +86.2% | +327.2% | +184.2% |
| All | +378.5% | -9.5% | +388.0% | +158.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling