-52.0%
ASTS vs SOUN
-48.9%
-3.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.5% | +10.6% | +9.2% |
| 7D | -21.1% | -2.6% | -18.5% | -19.8% |
| 30D | -46.7% | -27.0% | -19.7% | -35.9% |
| 3M | -52.0% | -41.9% | -10.1% | -34.5% |
| All | -52.0% | -48.9% | -3.1% | -34.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling