+23.9%
ONDS vs ASTS
+510.9%
-487.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -3.5% | +7.3% | -10.9% | -5.3% |
| 30D | -14.1% | -8.9% | -5.2% | -11.8% |
| 3M | -36.3% | -41.9% | +5.6% | -27.0% |
| 6M | -27.5% | -40.6% | +13.1% | -18.7% |
| YTD | -21.9% | -14.2% | -7.7% | -20.4% |
| 1Y | +43.0% | +48.9% | -5.9% | +30.3% |
| 3Y | +697.1% | +1,461.7% | -764.6% | +266.4% |
| 5Y | -1.2% | +404.1% | -405.3% | -48.5% |
| All | +23.9% | +510.9% | -487.0% | -35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling