+428.1%
ASTS vs OSCR
-8.3%
+436.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.4% | +3.8% | +5.5% |
| 7D | +18.5% | +10.7% | +7.8% | +15.6% |
| 30D | -8.1% | +18.3% | -26.4% | -12.0% |
| 3M | -28.2% | +20.5% | -48.7% | -31.7% |
| 6M | -26.1% | +138.5% | -164.6% | -41.9% |
| YTD | -9.0% | +129.7% | -138.7% | -27.5% |
| 1Y | +62.2% | +62.8% | -0.6% | +37.7% |
| 3Y | +1,621.9% | +411.8% | +1,210.1% | +897.5% |
| 5Y | +457.0% | +99.9% | +357.1% | +206.0% |
| All | +428.1% | -8.3% | +436.4% | +184.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling