-6.8%
ONDS vs ASTS
+259.0%
-265.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.7% | -5.8% | +0.4% |
| 7D | +8.7% | +2.8% | +5.9% | +8.4% |
| 30D | -14.1% | -28.8% | +14.7% | -5.1% |
| 3M | -41.2% | -48.9% | +7.7% | -29.1% |
| 6M | -39.2% | -55.6% | +16.5% | -24.8% |
| YTD | -41.3% | -49.6% | +8.3% | -30.7% |
| 1Y | -1.2% | -46.1% | +44.9% | +14.9% |
| 3Y | +847.1% | +749.7% | +97.5% | +417.9% |
| 5Y | -44.8% | +193.2% | -238.0% | -66.5% |
| All | -6.8% | +259.0% | -265.8% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 10y: compounded portfolio wealth divided by compounded ASTS 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…
10y analysis · Full analysis span regression · 6 months rolling