+516.9%
ASTS vs OUST
-62.4%
+579.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.3% |
| 7D | +7.3% | +5.2% | +2.1% | +5.5% |
| 30D | -8.9% | -19.3% | +10.4% | -1.7% |
| 3M | -41.9% | -22.6% | -19.3% | -37.9% |
| 6M | -40.6% | +62.8% | -103.4% | -52.8% |
| YTD | -14.2% | +68.3% | -82.6% | -32.3% |
| 1Y | +48.9% | +28.5% | +20.3% | +27.6% |
| 3Y | +1,461.7% | +554.0% | +907.6% | +549.8% |
| 5Y | +404.1% | -56.2% | +460.3% | +356.2% |
| All | +516.9% | -62.4% | +579.4% | +526.1% |
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