+576.8%
ASTS vs ODFL
+215.6%
+361.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.6% | +5.5% | +5.8% |
| 7D | +18.5% | +0.2% | +18.3% | +18.4% |
| 30D | -8.1% | -13.4% | +5.3% | -1.2% |
| 3M | -28.2% | -24.2% | -4.0% | -18.5% |
| 6M | -26.1% | -3.3% | -22.8% | -26.2% |
| YTD | -9.0% | +19.8% | -28.7% | -19.0% |
| 1Y | +62.2% | +24.5% | +37.7% | +42.0% |
| 3Y | +1,621.9% | -9.6% | +1,631.5% | +1,620.6% |
| 5Y | +457.0% | +28.0% | +429.0% | +368.0% |
| All | +576.8% | +215.6% | +361.2% | +440.5% |
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