+252.7%
ASTS vs OUST
-65.4%
+318.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +15.7% | -19.9% | -9.9% |
| 7D | -15.8% | -0.2% | -15.6% | -16.3% |
| 30D | -39.0% | -24.0% | -15.1% | -33.1% |
| 3M | -49.3% | -29.9% | -19.4% | -43.0% |
| 6M | -47.9% | +19.1% | -67.1% | -53.5% |
| YTD | -51.0% | +55.0% | -105.9% | -60.4% |
| 1Y | -49.2% | +21.2% | -70.3% | -54.9% |
| 3Y | +760.4% | +626.0% | +134.4% | +244.3% |
| 5Y | +185.6% | -51.6% | +237.2% | +149.8% |
| All | +252.7% | -65.4% | +318.1% | +265.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling