+253.1%
ASTS vs SO
+91.9%
+161.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.5% | -4.3% | -5.8% |
| 7D | +14.2% | -0.9% | +15.2% | +14.2% |
| 30D | -26.7% | +4.9% | -31.6% | -26.7% |
| 3M | -53.6% | +0.8% | -54.3% | -53.6% |
| 6M | -52.7% | +0.6% | -53.3% | -52.8% |
| YTD | -52.5% | +8.7% | -61.2% | -52.6% |
| 1Y | -46.5% | +4.0% | -50.5% | -46.5% |
| 3Y | +700.5% | +50.6% | +649.9% | +676.2% |
| 5Y | +168.5% | +77.5% | +91.0% | +163.1% |
| All | +253.1% | +91.9% | +161.2% | +243.9% |
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