+285.1%
ASTS vs OTIS
+114.5%
+170.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.8% | +9.5% | +9.0% |
| 7D | +2.8% | -2.9% | +5.7% | +4.0% |
| 30D | -28.8% | +16.1% | -44.9% | -33.8% |
| 3M | -48.9% | +6.7% | -55.6% | -50.8% |
| 6M | -55.6% | +6.0% | -61.6% | -57.6% |
| YTD | -49.6% | -9.8% | -39.8% | -48.2% |
| 1Y | -46.1% | -12.3% | -33.7% | -43.9% |
| 3Y | +749.7% | -0.2% | +749.9% | +723.0% |
| 5Y | +193.2% | +1.0% | +192.2% | +177.2% |
| All | +285.1% | +114.5% | +170.5% | +270.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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