-57.1%
ASTS vs OUST
-1.5%
-55.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -9.0% | -6.2% | -10.1% |
| 7D | -29.9% | -5.0% | -24.8% | -28.2% |
| 30D | -52.2% | -32.0% | -20.1% | -41.0% |
| 3M | -55.8% | -32.4% | -23.5% | -46.1% |
| 6M | -52.7% | +6.7% | -59.4% | -61.7% |
| YTD | -58.4% | +41.0% | -99.5% | -76.4% |
| 1Y | -57.1% | +18.0% | -75.1% | -69.3% |
| All | -57.1% | -1.5% | -55.5% | -69.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling