+244.8%
ASTS vs SO
+94.3%
+150.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.1% | -8.8% | -8.7% |
| 7D | -9.3% | -0.1% | -9.2% | -9.3% |
| 30D | -33.9% | +8.7% | -42.6% | -33.9% |
| 3M | -51.0% | +3.4% | -54.4% | -51.0% |
| 6M | -55.1% | +3.7% | -58.8% | -55.2% |
| YTD | -53.6% | +10.0% | -63.7% | -53.7% |
| 1Y | -51.0% | +6.6% | -57.6% | -51.0% |
| 3Y | +681.7% | +52.5% | +629.2% | +658.1% |
| 5Y | +182.4% | +76.1% | +106.3% | +176.8% |
| All | +244.8% | +94.3% | +150.5% | +235.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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