+688.7%
ASTS vs SOUN
-22.7%
+711.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +7.3% | -5.2% | +12.5% | +8.3% |
| 30D | -8.9% | +4.8% | -13.7% | -9.6% |
| 3M | -41.9% | -15.9% | -26.1% | -40.0% |
| 6M | -40.6% | -17.4% | -23.2% | -39.3% |
| YTD | -14.2% | -32.4% | +18.2% | -9.2% |
| 1Y | +48.9% | -49.3% | +98.1% | +66.3% |
| 3Y | +1,461.7% | +167.5% | +1,294.2% | +1,181.5% |
| All | +688.7% | -22.7% | +711.4% | +508.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling