+537.8%
ASTS vs SO
+82.8%
+454.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | +7.3% | -0.2% | +7.5% | +7.3% |
| 30D | -8.9% | -4.6% | -4.3% | -8.9% |
| 3M | -41.9% | -3.0% | -38.9% | -42.0% |
| 6M | -40.6% | -8.3% | -32.3% | -40.6% |
| YTD | -14.2% | +3.5% | -17.7% | -14.4% |
| 1Y | +48.9% | -0.9% | +49.8% | +48.8% |
| 3Y | +1,461.7% | +45.4% | +1,416.3% | +1,413.4% |
| 5Y | +404.1% | +59.6% | +344.5% | +393.7% |
| All | +537.8% | +82.8% | +454.9% | +520.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling