+653.1%
ASTS vs SO
+47.0%
+606.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.2% | -15.5% | -15.1% |
| 7D | -29.9% | +0.4% | -30.3% | -29.7% |
| 30D | -52.2% | +9.2% | -61.4% | -50.4% |
| 3M | -55.8% | +1.1% | -56.9% | -55.6% |
| 6M | -52.7% | -1.1% | -51.7% | -52.7% |
| YTD | -58.4% | +9.7% | -68.1% | -56.8% |
| 1Y | -57.1% | +5.5% | -62.6% | -55.6% |
| All | +653.1% | +47.0% | +606.1% | +804.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling