+264.6%
ASTS vs OVV
+290.8%
-26.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.6% | +1.5% | -3.5% |
| 7D | -15.8% | -12.1% | -3.7% | -14.5% |
| 30D | -39.0% | +2.9% | -41.9% | -39.3% |
| 3M | -49.3% | +3.7% | -53.0% | -49.7% |
| 6M | -47.9% | +0.6% | -48.6% | -48.3% |
| YTD | -51.0% | +62.5% | -113.4% | -54.3% |
| 1Y | -49.2% | +72.0% | -121.2% | -53.0% |
| 3Y | +760.4% | +39.1% | +721.3% | +706.8% |
| 5Y | +185.6% | +98.5% | +87.2% | +162.8% |
| All | +264.6% | +290.8% | -26.3% | +235.8% |
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