+1,505.9%
ASTS vs SOUN
+166.4%
+1,339.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +7.3% | -5.2% | +12.5% | +8.8% |
| 30D | -8.9% | +4.8% | -13.7% | -10.1% |
| 3M | -41.9% | -15.9% | -26.1% | -39.1% |
| 6M | -40.6% | -17.4% | -23.2% | -38.8% |
| YTD | -14.2% | -32.4% | +18.2% | -6.9% |
| 1Y | +48.9% | -49.3% | +98.1% | +75.1% |
| All | +1,505.9% | +166.4% | +1,339.5% | +980.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling