+336.7%
ASTS vs SOUN
-58.7%
+395.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -7.9% | +2.1% | -4.4% |
| 7D | +14.2% | -15.5% | +29.7% | +17.6% |
| 30D | -26.7% | -26.2% | -0.5% | -22.6% |
| 3M | -53.6% | -51.4% | -2.2% | -47.4% |
| 6M | -52.7% | -55.3% | +2.6% | -45.7% |
| YTD | -52.5% | -63.9% | +11.4% | -44.0% |
| 1Y | -46.5% | -72.8% | +26.3% | -33.9% |
| 3Y | +700.5% | +101.1% | +599.3% | +608.5% |
| All | +336.7% | -58.7% | +395.4% | +275.5% |
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