+788.3%
ASTS vs OUST
+600.2%
+188.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +15.7% | -19.9% | -10.3% |
| 7D | -15.8% | -0.2% | -15.6% | -16.4% |
| 30D | -39.0% | -24.0% | -15.1% | -32.6% |
| 3M | -49.3% | -29.9% | -19.4% | -42.5% |
| 6M | -47.9% | +19.1% | -67.1% | -53.9% |
| YTD | -51.0% | +55.0% | -105.9% | -61.1% |
| 1Y | -49.2% | +21.2% | -70.3% | -55.7% |
| All | +788.3% | +600.2% | +188.1% | +259.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling