+199.0%
ASTS vs OUST
-68.5%
+267.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -9.0% | -6.2% | -11.9% |
| 7D | -29.9% | -5.0% | -24.8% | -28.7% |
| 30D | -52.2% | -32.0% | -20.1% | -45.1% |
| 3M | -55.8% | -32.4% | -23.5% | -49.4% |
| 6M | -52.7% | +6.7% | -59.4% | -55.9% |
| YTD | -58.4% | +41.0% | -99.5% | -65.2% |
| 1Y | -57.1% | +18.0% | -75.1% | -61.2% |
| 3Y | +629.5% | +560.6% | +68.9% | +203.3% |
| 5Y | +147.7% | -55.1% | +202.9% | +123.8% |
| All | +199.0% | -68.5% | +267.5% | +222.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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