-48.9%
ASTS vs OSCR
+16.8%
-65.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -4.1% | +12.8% | +8.8% |
| 7D | +2.8% | -8.8% | +11.6% | +3.2% |
| 30D | -28.8% | -5.6% | -23.3% | -28.5% |
| 3M | -48.9% | +14.8% | -63.7% | -51.2% |
| All | -48.9% | +16.8% | -65.7% | -51.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling