+253.1%
ASTS vs ODFL
+189.7%
+63.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.7% | -6.5% | -6.1% |
| 7D | +14.2% | +0.6% | +13.6% | +14.0% |
| 30D | -26.7% | -6.3% | -20.4% | -24.4% |
| 3M | -53.6% | -19.1% | -34.5% | -48.5% |
| 6M | -52.7% | -9.9% | -42.8% | -51.0% |
| YTD | -52.5% | +9.9% | -62.4% | -56.0% |
| 1Y | -46.5% | +24.4% | -70.9% | -53.2% |
| 3Y | +700.5% | -11.0% | +711.5% | +707.0% |
| 5Y | +168.5% | -1.4% | +169.9% | +139.9% |
| All | +253.1% | +189.7% | +63.4% | +193.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 ODFL 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