+230.9%
ASTS vs ODFL
+178.3%
+52.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.3% | +10.4% | +8.7% |
| 7D | -21.1% | -4.4% | -16.7% | -19.3% |
| 30D | -46.7% | -6.1% | -40.6% | -45.3% |
| 3M | -52.0% | -21.9% | -30.1% | -46.0% |
| 6M | -54.3% | -17.6% | -36.7% | -50.6% |
| YTD | -55.5% | +5.6% | -61.1% | -58.1% |
| 1Y | -50.5% | +20.5% | -71.0% | -56.1% |
| 3Y | +706.2% | -14.8% | +721.0% | +727.8% |
| 5Y | +165.2% | -3.0% | +168.2% | +140.2% |
| All | +230.9% | +178.3% | +52.6% | +179.6% |
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