+537.8%
ASTS vs ODFL
+213.7%
+324.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +7.3% | -6.3% | +13.6% | +10.9% |
| 30D | -8.9% | -13.6% | +4.7% | -1.9% |
| 3M | -41.9% | -24.2% | -17.7% | -34.1% |
| 6M | -40.6% | -13.8% | -26.8% | -37.2% |
| YTD | -14.2% | +19.0% | -33.2% | -23.4% |
| 1Y | +48.9% | +25.7% | +23.2% | +29.7% |
| 3Y | +1,461.7% | -13.1% | +1,474.8% | +1,485.9% |
| 5Y | +404.1% | +26.7% | +377.5% | +325.0% |
| All | +537.8% | +213.7% | +324.1% | +410.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling