+230.9%
ASTS vs SO
+91.6%
+139.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.1% | +8.1% | +7.0% |
| 7D | -21.1% | -1.5% | -19.6% | -21.1% |
| 30D | -46.7% | +8.1% | -54.8% | -46.7% |
| 3M | -52.0% | +0.2% | -52.2% | -52.0% |
| 6M | -54.3% | +0.4% | -54.6% | -54.3% |
| YTD | -55.5% | +8.5% | -64.0% | -55.6% |
| 1Y | -50.5% | +4.9% | -55.4% | -50.5% |
| 3Y | +706.2% | +47.9% | +658.3% | +683.0% |
| 5Y | +165.2% | +75.7% | +89.5% | +159.9% |
| All | +230.9% | +91.6% | +139.3% | +222.2% |
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