+555.2%
ASTS vs OTIS
+97.1%
+458.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +7.3% | -0.7% | +8.1% | +7.7% |
| 30D | -8.9% | -2.0% | -6.9% | -8.1% |
| 3M | -41.9% | +2.6% | -44.5% | -43.4% |
| 6M | -40.6% | -20.9% | -19.7% | -34.1% |
| YTD | -14.2% | -17.1% | +2.9% | -7.7% |
| 1Y | +48.9% | -15.9% | +64.8% | +58.5% |
| 3Y | +1,461.7% | -12.7% | +1,474.4% | +1,524.0% |
| 5Y | +404.1% | -15.7% | +419.9% | +399.2% |
| All | +555.2% | +97.1% | +458.1% | +560.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling