+1,504.6%
ASTS vs OSCR
+386.4%
+1,118.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.8% | -1.8% | -4.6% |
| 7D | 0.0% | +4.7% | -4.7% | -1.2% |
| 30D | -9.2% | +14.8% | -24.0% | -12.6% |
| 3M | -29.6% | +16.7% | -46.3% | -32.6% |
| 6M | -30.5% | +127.5% | -158.0% | -45.7% |
| YTD | -14.1% | +121.0% | -135.1% | -32.2% |
| 1Y | +69.1% | +58.4% | +10.7% | +41.9% |
| All | +1,504.6% | +386.4% | +1,118.3% | +810.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling