+706.2%
ASTS vs SOUN
+114.1%
+592.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.5% | +10.6% | +8.0% |
| 7D | -21.1% | -2.6% | -18.5% | -20.6% |
| 30D | -46.7% | -27.0% | -19.7% | -42.2% |
| 3M | -52.0% | -41.9% | -10.1% | -44.9% |
| 6M | -54.3% | -56.1% | +1.9% | -44.2% |
| YTD | -55.5% | -58.8% | +3.3% | -45.4% |
| 1Y | -50.5% | -71.1% | +20.6% | -34.2% |
| 3Y | +706.2% | +130.9% | +575.3% | +513.6% |
| All | +706.2% | +114.1% | +592.2% | +513.6% |
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