-39.0%
ONDS vs ASTS
-50.9%
+11.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +7.1% | +11.0% | +13.1% |
| 7D | -15.6% | -21.1% | +5.5% | -2.2% |
| 30D | -25.8% | -46.7% | +20.9% | +4.5% |
| 3M | -39.0% | -52.0% | +13.0% | -8.5% |
| All | -39.0% | -50.9% | +11.9% | -8.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling