+230.9%
ASTS vs OVV
+277.3%
-46.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.6% | +7.7% | +7.1% |
| 7D | -21.1% | -16.7% | -4.4% | -19.3% |
| 30D | -46.7% | -1.5% | -45.2% | -46.6% |
| 3M | -52.0% | +1.6% | -53.6% | -52.2% |
| 6M | -54.3% | +2.0% | -56.3% | -54.6% |
| YTD | -55.5% | +56.8% | -112.3% | -58.3% |
| 1Y | -50.5% | +64.8% | -115.3% | -54.0% |
| 3Y | +706.2% | +38.3% | +668.0% | +657.6% |
| 5Y | +165.2% | +84.9% | +80.3% | +145.4% |
| All | +230.9% | +277.3% | -46.3% | +206.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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