+537.8%
ASTS vs OVV
+301.8%
+235.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.5% |
| 7D | +7.3% | +0.3% | +7.1% | +7.3% |
| 30D | -8.9% | +11.7% | -20.6% | -10.2% |
| 3M | -41.9% | +9.8% | -51.7% | -42.8% |
| 6M | -40.6% | +26.6% | -67.2% | -42.8% |
| YTD | -14.2% | +67.0% | -81.2% | -20.2% |
| 1Y | +48.9% | +55.9% | -7.1% | +39.4% |
| 3Y | +1,461.7% | +45.5% | +1,416.2% | +1,357.7% |
| 5Y | +404.1% | +157.3% | +246.8% | +360.2% |
| All | +537.8% | +301.8% | +235.9% | +486.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling