+309.2%
ASTS vs SOUN
-52.9%
+362.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.5% | +10.6% | +7.7% |
| 7D | -21.1% | -2.6% | -18.5% | -20.7% |
| 30D | -46.7% | -27.0% | -19.7% | -43.7% |
| 3M | -52.0% | -41.9% | -10.1% | -47.3% |
| 6M | -54.3% | -56.1% | +1.9% | -47.6% |
| YTD | -55.5% | -58.8% | +3.3% | -48.7% |
| 1Y | -50.5% | -71.1% | +20.6% | -39.6% |
| 3Y | +706.2% | +130.9% | +575.3% | +596.7% |
| All | +309.2% | -52.9% | +362.1% | +243.8% |
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