-13.3%
ONDS vs ASTS
+217.0%
-230.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +7.1% | +11.0% | +16.1% |
| 7D | -15.6% | -21.1% | +5.5% | -9.4% |
| 30D | -25.8% | -46.7% | +20.9% | -11.4% |
| 3M | -39.0% | -52.0% | +13.0% | -25.2% |
| 6M | -42.9% | -54.3% | +11.4% | -30.0% |
| YTD | -45.3% | -55.5% | +10.1% | -33.2% |
| 1Y | +1.6% | -50.5% | +52.1% | +21.4% |
| 3Y | +834.3% | +706.2% | +128.1% | +419.2% |
| 5Y | -43.8% | +165.2% | -209.0% | -64.8% |
| All | -13.3% | +217.0% | -230.2% | -46.0% |
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