+174.0%
ASTS vs ODFL
-3.3%
+177.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.3% | +10.4% | +9.1% |
| 7D | -21.1% | -4.4% | -16.7% | -18.9% |
| 30D | -46.7% | -6.1% | -40.6% | -45.0% |
| 3M | -52.0% | -21.9% | -30.1% | -44.4% |
| 6M | -54.3% | -17.6% | -36.7% | -49.8% |
| YTD | -55.5% | +5.6% | -61.1% | -59.3% |
| 1Y | -50.5% | +20.5% | -71.0% | -58.2% |
| 3Y | +706.2% | -14.8% | +721.0% | +717.3% |
| All | +174.0% | -3.3% | +177.3% | +125.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling