+737.0%
ASTS vs SOUN
-24.7%
+761.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.5% | +8.6% | +6.5% |
| 7D | +18.5% | -4.1% | +22.6% | +19.3% |
| 30D | -8.1% | -18.1% | +10.0% | -4.9% |
| 3M | -28.2% | -12.3% | -15.9% | -26.4% |
| 6M | -26.1% | -18.6% | -7.5% | -24.3% |
| YTD | -9.0% | -34.1% | +25.1% | -3.2% |
| 1Y | +62.2% | -57.0% | +119.2% | +85.5% |
| 3Y | +1,621.9% | +185.7% | +1,436.2% | +1,306.3% |
| All | +737.0% | -24.7% | +761.6% | +548.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 SOUN 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