+209.1%
ASTS vs OVV
+279.7%
-70.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.9% | -12.4% | -14.9% |
| 7D | -29.9% | -14.9% | -15.0% | -28.5% |
| 30D | -52.2% | -0.9% | -51.2% | -52.1% |
| 3M | -55.8% | +5.6% | -61.4% | -56.2% |
| 6M | -52.7% | -2.5% | -50.2% | -52.9% |
| YTD | -58.4% | +57.8% | -116.2% | -61.1% |
| 1Y | -57.1% | +70.1% | -127.2% | -60.3% |
| 3Y | +629.5% | +35.1% | +594.3% | +586.8% |
| 5Y | +147.7% | +86.1% | +61.7% | +129.1% |
| All | +209.1% | +279.7% | -70.6% | +185.9% |
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