+815.5%
ASTS vs OSCR
+354.8%
+460.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -4.1% | +12.8% | +9.7% |
| 7D | +2.8% | -8.8% | +11.6% | +5.0% |
| 30D | -28.8% | -5.6% | -23.3% | -28.2% |
| 3M | -48.9% | +14.8% | -63.7% | -51.1% |
| 6M | -55.6% | +46.0% | -101.6% | -60.7% |
| YTD | -49.6% | +123.5% | -173.0% | -60.2% |
| 1Y | -46.1% | +116.2% | -162.3% | -57.3% |
| All | +815.5% | +354.8% | +460.7% | +389.9% |
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